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Pricing Partners introduces its new OTC derivatives pricing analytics, Price-it® Excel

Pricing Partners' new version of its pricing engine Price-it® Excel enables derivatives pricing with one click to obtain both price and Greeks.

To make the derivatives pricing even more intuitive and transparent, Pricing Partners have upgraded and improved Price-it® Excel in many ways - simplified interface, abbreviated pricing process, advanced products structuring capabilities, comprehensive risk measurement reports and full auditable capacities. Price-it® Excel 3.0 now includes:

  • simplified pricing process: three steps pricing (load the market data, select models and numerical methods, and then price)
  • prices and Greeks are obtained in one click
  • product description and the pricing results are centralized in one sheet
  • hundreds of templates to allow users to price any standard products easily: Templates provide ready-to-use market standard products. Users do not need to know price-it Language and can start immediately pricing a product
  • easy portfolio structuring, pricing and risk management
  • extensive risk measurement reporting on both trade and portfolio level, which enables to compute elements such as CVA, DVA, Bilateral CVA, VaR on CVA, DVA and Bilateral CVA, CVaR, etc. The aggregation mechanism at the portfolio level has been greatly optimized to reduce computing time to its strict minimum with lots of intermediate computations stored in memory.

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