Leverage sophisticated IBM Algorithmics financial models to price and compute analytics on financial securities for a historical date, under a scenario.
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Thirty years of financial engineering expertise at your fingertips. IBM Algorithmics pricing models are trusted by the world's largest financial institutions to meet their risk, performance, and regulatory needs.
The Simulated Historical Instrument Analytics service supports the historical computation of the theoretical or market calibrated valuation, and all relevant associated analytics, for investment securities such as equities, fixed income, and derivatives over an alternate set of market conditions.
Full cashflow revaluation models spanning all major asset classes including equity, fixed income, forwards & futures, options, interest rate products, credit derivatives, indexes, and structured products for a historical date, under an alternate set of conditions.
Pair with the financial security data provider of your choice for customized results.
Determine a price, cashflows, or asset-class specific sensitivity measures such as durations , convexities, and option greeks under an alternate set of conditions for a historical point in time.
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