HPCiD

D&I provides localized deployment of HPCiD engine, accepts JSON data standard input such as front-end data and market data of internal bank users and calculates through REST API, calculates intermediate results and final pricing results, and returns various risk indicators to the front-end in JSON data format.

* All linear rates, fx products;

* Barriers and touches for FX and EQ;

* HW1F, HW2F, LV, TARN

HPCiD (High Performance Computing in Derivatives) is the computing engine of D&I company. It uses years of experience in financial markets to develop financial derivatives pricing models. Combined with a sophisticated Monte Carlo random numerical measurement engine, it supports foreign exchange, interest rate, stock index, bulk, credit, etc. Market derivatives structure. Realize the coverage of risk measurement from single transaction trial pricing, valuation, Greek letter risk sensitivity calculation, to portfolio-level risk VaR, stress testing and other risk measurements. The engine is oriented to financial institutions, and solves practical problems such as lack of coverage, long development cycle, high maintenance cost, and limited computing performance that limit business expansion encountered in the issuance, management, and operation of structured products. By enriching the diversity of bank client's products, enhancing transaction processing efficiency, and enhancing bank client's competitiveness in the industry, it can better serve institutional and retail customers.

System UI

HPCiD

Home Page

HPCiD

Market Data Process

HPCiD

4000+

200+

40+

50+

Market Curve Processing

* Credit Curves
* Volatility Curves/Surfaces
* ARR/IBor

User Account Management

User with different access right for different modules and databases

Provide Handphone UI

HPCiD can be accessed from Handphone App

iOS

Android

Hotline

+65-91868687

Email:

info@di.technology

Online
Services

On-lineService Time: 9:00-18:00

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