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• FAIRMAT PROFESSIONAL

  Flexibility in customization meets the simplicity of a Black-Box
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  • Fairmat modelling language allows quants to efficiently describe any financial product or project insisting in any asset class.
  • Available theoretical models are: GBM, Heston,  Dupire, Variance-Gamma, Hull&White, LMM, Pellser, Ornstein&Uhlenbeck, Yarrow-Yildirim
  • Extendible and Modular: integrate custom theoretical models (i.e. LMM), custom analytics (i.e. IAS-39), and custom market data providers (i.e. Bloomberg).
  • Fairmat is not a Black-Box. You can get full transparency on any procedure.

   

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• FAIRMAT SERVER

  The scalable solution for enterprise pricing and risk assessment
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  • Design new products categories (templates) and integrate them immediately without any deployment delay.
  • Track a wide range of structured products and products portfolios analytics (i.e. VaR)
  • Easily integrate to position keeping platforms and third party systems, by leveraging Fairmat’s modern web-services infrastructure.

   

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• Economic Scenarios Generator

  Be independent in generating customizable market-consistent economic scenarios.
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  • Generate risk-neutral and real-word market consistent scenarios with any frequency/time horizon whenever you need.
  • Use up-to-date theoretical models like Pelsser/Jarrow-Yildirim model to generate combined scenarios for inflation and interests rates, ensuring the non-negativity of the latter.
  • Export scenarios in customized CSV/Excel formats and feed third-party simulators.
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