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Microgen Dart - Short and medium term interest rate derivatives pricing

Derivatives Pricing & Control

Microgen DART provides the computational power, extensive range of instrument coverage, ease-of-use, accuracy of information and speed of response demanded in support of both Exchange Traded and OTC global derivatives businesses.

With its comprehensive instrument coverage, access to market data, superior calculation capabilities and real-time performance, DART provides a derivatives desktop platform that enables financial institutions not only to compete more successfully in existing markets, but also to enter new markets extending their product and service coverage.

Key Elements

DART Maths Library

DART Maths Library's mathematical modelling solution is aimed at organisations wishing to capitalise on rapid market changes and to optimise the development and security of in-house intellectual property resources. DART Maths Library provides a set of rigorously tested algorithms, curves and routines, designed to aid rapid construction and utilisation. Full integration with a wide range of external system interfaces is possible.

DART+ Pricing

A modular, real-time price discovery system with extensive pricing functionality covering a broad range of financial instruments.

  • Alerts - Define an unlimited number of audio and visual alerts to detect the breach of levels for any calculated item
  • Multi Currency Views - Mixed currency off-the-run comparisons, on a line-by-line basis as well as cross currency maturity grids
  • Graphing Capabilities - 3D cross-currency graphics, ideal for tracking anomalies and trends
  • Interface - Incorporates "drag & drop", "cut & paste" data interaction shortcuts across graphs, built in spreadsheets and views
  • Comprehensive Curve Manipulation - Adjust specific periods in the curve for spread and forward prices, as well as devising synthetic curves from other curves. Generate and manipulate point by point coordinates on an unlimited number of curves across currencies from a wide range of templates
  • Deal Capture - Real-time deal capture into an SQL database, calculates in real-time: NPV, break-evens, average life, PV01, accruals and sensitivities

Benefits:

  • Flexible
  • Real time delivery
  • Fully configurable
  • Scalable
  • High performance

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