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Complex Asset Pricing – our derivative pricing service

StatPro's new web based pricing service for easy and transparent valuations of OTC derivatives and complex assets.StatPro Complex Asset Pricing details

Reliable valuations

At StatPro we develop our own pricing models utilising the QuantLib library, which was created by our professionals and currently covers a vast number of pricing functions.

In combination with high quality market data inputs from blue chip data providers only, we are able to deliver the most reliable valuations for derivatives and complex assets within seconds.

Transparency

The new derivative pricing services offers a unique price challenge, giving our clients immediate access to an explanation of the valuation. The price challenge report offers transparency on the terms & conditions, pricing method and underlying market data inputs.

The integrated price replication allows the market data inputs to be changed to simulate the impact of prices.

Complying to regulatory requirements

Regulators and auditors increase the pressure to establish structured, replicatable pricing processes for all complex assets. Our unique price challenge offers the perfect answer to this emerging need.

Flexibility

Clients can select different pricing frequencies, ranging from daily, same-day to monthly or less frequent valuations.

To find out more about our complex asset pricing service, contact us

To download screenshots of our derivatives pricing service please click on the   
image below.

Complex Asset Pricing screenshots


  
                                                                                                              

 

Complex Asset Pricing - Benefits 
  • user friendly web interface

  • >150 pricing functions validated

  • unique price challenge for transparent pricing process

  • reliable valuations in seconds

  • wide range of pricing frequencies

  • compliance with regulatory requirements for pricing process

  • independent pricing model

  • high quality market data input


Related links:

Risk Management

250 Pricing Functions

QuantLib

Certified QuantLib

Data Security

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