Use Existing Pricing Models

Pricing and risk management framework supports easy integration of internally developed and/or third-party pricing models for any asset class

Analytic Space provides a robust and cutomizable pricing and risk management framework that supports the valuation of exchange traded and OTC cash and derivatives instruments. Analytic Space provides users the ability to implement/access their existing internally developed and/or third-party pricing and calibration models for all asset classes. Such pricing models may be written in C++/C#/Python or called as DLLs.

Analytic Space includes Analytic Space Pricing and Calibration Models, suites of pre-implemented pricing and calibration models organized by asset class. Included as part of the Analytic Space license, customers may select from the Analytic Space Pricing and Calibration Model packages.

For customer seeking to extend their pricing model and calibration model functionality, SciComp provides two alternative solutions, SciFinance, an in-house technology that facilitates the development of derivatives pricing models and SciComp Consulting, a skilled and professional quantitative development team that provides expert, cost-effective consulting services for both industry standard or custom derivatives pricing and calibration models.

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