The engine design of HPCiD takes into account the different needs of front, middle and back-end users in use, and allows the operator to flexibly call the required relevant information during the implementation process. In response to the bank's current valuation and risk measurement needs, the engine provides relevant information around valuation and Greek letter risk sensitivity (Greeks) calculations, such as valuation results, cash flow, discount factor, probability interval, key term sensitivity, Delta, Multi-dimensional data such as Gamma ensures that the need for process transparency and detail is supported for business processes.
The engine architecture can be adapted to the infrastructure of the financial institution. Information security to ensure that sensitive data does not leave the intranet is a common requirement of domestic users for the system. HPCiD can be fully deployed in the hardware architecture and network of the industry, and can be connected with upstream and downstream databases, risk management, capital management, financial statements and other systems through the REST API interface.
|HW1F||Hull White 1 Factors||Validated|
|HW2F||Hull White 2 Factors||Validated|
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