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
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
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 :
- Support of FIX protocol with FIX/FIXML messages
- Support of FpML as well as other XML formats
- Support of many flat file formats