CRZ Pricing - Pricing, valuation, risk analysis and management software for interest rate, FX, credit, inflation, equity and commodity portfolios for all types of financial instruments: vanillas or exotics, derivatives and structured products

Valuation tools - Risk analysis - Accounting valuation - Mifid 2 - Task scheduler - FpML

Pricing tools

The parameter solver is able for instance to find the strike corresponding to a given option price, or the fixed rate which nullifies a strategy price

Automatic calculation of the fixed rate for a swap with P+I constant amortization

Accounting valuation : amortized cost and fair value

Administrator tools

Market recurring events automation : futures roll, new bond or new counterparty implementation, ...

Missing fixings detection and automatic contribution

Possibility to display and modify any table in the database

Task scheduling

Most of CRZ Pricer features can be scheduled at the date, the time and the chosen frequency (every day, twice a month or every Mondays for instance) :
- Portfolio calculations scheduling : risk calculation for instance
- Market data contribution scheduling : real time, history, closing
- Admnistrator tools scheduling, and therefore market recurring events scheduling
CRZ Pricer thus helps you to reduce substantially your system administrative costs

Other features

Automatic code generation : the user performs operations in the GUI and the equivalent code is generated in C# or Python

MIFID II : in one click, all the required fields are displayed and can be checked before contributing the transaction reporting XML file

By providing lots of detailed portfolio views, CRZ Pricer facilitates the new accounting standards management (IAS39, IFRS7, IFRS9 and IFRS13)

Interoperability : CRZ Pricer allows standardized transaction exchanges via the support of FIX protocol and FpML format
On request, we can manage other deal representation formats (flat files, ...)
Our API for data contribution is very simple and it is easy to adapt a data contribution tool to redirect the flows to CRZ Pricer (Excel file or other)

CRZ Pricer, an innovative solution designed to :

Manage the most complex financial instruments in real time

Offer a comprehensive range of customizable features

Optimize your portfolios management in a challenging environment

Combine innovation, accuracy, integrity and performance

Automate recurrent processes

Reduce systemic risks as well as administrative costs

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