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Pricing Engine
The ION Pricing Engine provides a flexible pricing interface with extensive coverage of bond types, futures, options, and mortgages. Several pricing models are available including basis spread, yield spread, asset swaps, OAS spread, interpolated yield spread, and discount margin. Additionally, custom models and analytics can be easily integrated with the application.
Performance
Scalability and high performance are achieved by server calculations performed in a multi-threaded environment. The pricing engine is supported on the Solaris, Linux, and Windows platforms, allowing customers to choose the most powerful and cost-effective hardware available. |
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User Interface
A flexible user interface allows traders to configure and customize their desktop to make best use of available screen space according to their needs.
Supported Products
Supported products include Government Bonds, Strips, Corporate Bonds, Emerging markets, Floaters, Inflation-Linked Bonds, Multi-Steps Bonds, Futures, Bond Options, Futures Options, Swaptions, Caps and Floor. The yield curve can consist of Bonds, Futures, Swaps, and money market rates, and can be configured differently for each trader if required.
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