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Price-It
Pricing Partners offers a suite of OTC derivatives pricing analytics financial library, Price-it®.
The solution has won the Structured Products Technology Rankings 2010 and 2011 for all asset classes.

What is Price-It® Library?  

Price-it® financial Library, based on an innovative technology, using a proprietary and intuitive language used to describe cashflows as well as boundary conditions of any OTC derivatives, provides pricing and independent valuation of all types of derivatives instruments. Price-it® Library contains large sets of derivatives products templates, derivatives pricing models, numerical methods, calibration parameters. 

What does Price-It® Library cover?

Pricing Partners asset-coverage

How does Price-It® Library work?

The Price-it® Library dissects the derivatives valuation process into various interchangeable and independent components (plug and play).

  • The description of the product using a specialized language for financial products;
  • The models (rates, inflation, hybrids, etc.);
  • The numerical method which allows the description of the process used (Monte Carlo, American Monte Carlo, Tree or PDE).
  • Risk management tools including VaR, CVA (Credit Value Adjustment), PFE, etc

 The process of pricing is summarized in the diagram below:

Pricing Partners process-of-pricing

What are the interfaces of Price-It® Library ? 

Price-It® Library proposes the solutions via 2 main interfaces: Price-It® Library suite and Price-It® Online.The Price-It® Library suite is shipped either in desktop user based Excel as a library connector or as a source code solution:

Price-It® Online offers an Internet based independent valuation service via SaaS mode platform.

Who can use Price-It® Library?

Price-It® Library provides solutions to the financial industry including buy side, sell side, auditors and corporates. It can be adopted for the following areas:

  • Front office trading
  • Quantitative research
  • Credit control
  • Structuring
  • Financial officer
  • Front office IT
  • Etc.

To learn more about Price-It® Library, download the product's brochure.

Click on the button below to watch Pricing Partners' solution suite demo.

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