D&I Quantitative library supports:
* FX Exotics: single and double barriers, European and American vanilla options
* Equity Exotics: American vanilla and basket options both quanto and non-quanto, Range Accruals
* IR Exotics: Bermudan swaption, Callable Range Accrual swap
* CVA computation for linear rates products
D&I Technology:
is Intel FPGA Gold Partner
is Dell EMC Solutions Partner
Secured Seed research funding from Intel/Dell EMC
Partnered up with ICE for FX market data for valuation
Member of Arm Flexible Access Startups
In the pricing calculation based on the FX TARN model in the D&I model library, HPCiD, with Lenovo ThinkStation P520c (32GB ECC RIMM), D&I uses Intel Arria 10 GX FPGA accelerator card, compared to using Xeon W-2123 3.6GHz 4-Core CPU, the speed is increased by 200~450 times.
Member of Arm Flexible Access Startups
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