VIKING

MTM CALCULATOR

 

What is Viking?

It is an operating system developed by Quadra which calculates the Mark-to-Market of the most varied modalities of standardized or exotic derivative products (NDF, Swap, Opções, and COE).

Why do you need Viking?

The system was developed to supply the inability of the Backoffice systems in what refers to the calculation of MTM of exotic assets, eliminating the difficulty of doing it using Excel spreadsheets.

Benefits of Viking

MTM calculation of standardized and exotic derivatives (NDF, Swap, Opções, and COE); 

Generation and pricing of synthetic options; 

Use of various pricing models (B&S); 

Standardized interface for importing and exporting positions.