Pricing Trade


FinPricing offers:

Four user interfaces:

  • Data API.
  • Excel Add-ins.
  • Model Analytic API.
  • GUI APP.
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Pricing Trade

Financial market becomes more complex: volatile market, sophisticated product, and increasing regulation. Traders rely on valuation tools to compute fair value and risk in order to be successful in this challenge landscape. A slight error in valuation can lead to a big loss. Yield curve data play an essential role in the valuation of all financial products.

FinPricing provides financial security and derivative valuation software that can compute fair values and sensitivities, curve and volatility surface construction tool, and market data service to anyone with exposure to financial markets.

How to value a trade manually in intraday or what-if analysis?


  • After creating a new trade or loading an existing trade, click the Pricing button. The results are shown in the main window, just as simple as that
Pricing a trade in derivatives risk management software FinPricing

  • Please note that FinPricing provides some market data to users. However, users feel free to modify or supply their own market data. Those new or modified market data will be private to the users.
Some notes on results
  • Sometimes, bond prices are available (quoted) in the market. If the bond price is provided, FinPricing will match the model price to the market price by calibrating a credit spread that reflects credit risk and liquidity risk.
  • If the market bond price is not given, FinPricing will compute the model price only based on the discount and/or forecast zero rate curves provided.
Derivative Valuation Tool

FinPricing offers build-in derivative valuation tool for pricing complex securities and derivatives, which gives valuable insights into financial products and markets. Users can easily change various factors or flexibly create their own scenarios to determine the impacts. The tool can be used for model validation.


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