FEED SERVER

YIELD CURVE GENERATOR

 

What is the Feed Server?

The system is an interest rate curve generator and quote concentrator, which helps to calculate market position curves, and has price capture robots that collect the data and make it available to various sources. 

In this solution, it is also possible to extract the volatility surface of various assets and historical volatility for option pricing. In addition, the Feed Server is also a concentrator of corporate records, such as customers, products, and financial assets, to feed databases and be used by the organization.

Why do you need the Feed Server?

The Feed Server solves some of the main market pains from risk and treasury areas, such as capturing prices and curves in different locations, making the interpolation of vertices, the distribution of information and the registration of asset prices that are scattered in the institution.

Feed Server benefits

Storage and availability of asset prices and market curves; 

Generation of vertices and interpolation of yield curves and derivatives;

Generation of volatility surface for options; 

Corporate registration of all entities, products, and financial assets;

Provides information from the curves to other systems in the area;