Fairmat - Software solution for pricing, fair value, analytics, risk assessment on options, derivatives and structured products

Powerful and flexible derivatives analytics

Fairmat Professional is our solution for quant departments, corporate CFO’s, advisory firms, independent financial advisors, and anyone else who needs to replicate, price, benchmark, or assess the model risk of financial products. »continue

Welcome Academia!

Fairmat Academic is the free multi-platform design tool that easily allows modeling structured products and capital budgeting problems. It is designed to give teachers and students a tool for transposing theoretical lectures into concrete case studies! »continue

Extensions and Community

Fairmat is customizable and can be extended by third parties. Check out our plugins store, or join our community and publish your own extensions! »continue

Pricing analytics solutions for the Enterprise

Fairmat Server is the customizable solution for the enterprise that needs to handle a large number of contracts in a systematic way without being dependent on a large IT structure. »continue

Consulting and Services

Try us for your special projects that require operations research tools, risk management, or pricing. We also provide analysis services for derivatives products for the purposes of pricing, benchmarking, risk management and hedge accounting. »continue

Latest News

18.06.2013

Fairmat 1.5.0 Released

Fairmat 1.5 allows fast replication of structured products like autocall and twin win... »continue

20.12.2012

IAS 39 and commodities

Fairmat 1.4.1 simplifies the IAS 39 hedge accounting reporting and the pricing of commodity linked contracts. »continue

19.11.2012

Inflation and counterparty risk valuation

Check out the Asset Swap Spreads and the Jarrow-Yildirim inflation modeling plug-ins »continue

22.10.2012

New on-demand pricing service

Data-Link, a new on-demand pricing service for Fairmat Academic is available now »continue

26.09.2012

Fairmat Academic Update!

Several simplifications and fixes are available in our free solution! »continue

31.08.2012

Fairmat Academic 1.3.2 Released

Fairmat Academic 1.3.2 focous on bug fixing and usability improvements. »continue

06.08.2012

Fairmat Academic 1.3.1 Released

Sensitivity Analyis improvements an two new open source plug-ins are available »continue

24.07.2012

Fairmat Academic 1.3 and Fairmat Professional 1.3 RC are out now!

Check out the new features and four new plugins! »continue

24.05.2012

Fairmat Seminar in Siena

Students of the financial engineering and modeling lectures attended to a seminar on Cross currency and inflation-linked products »continue

FAIRMAT ACADEMIC
The free solution for students and academia which helps you to prototype and price financial products and to evaluate projects.
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- High level of abstraction: Fairmat allows to replicate and price any derivative contract in an easy way.
- Flexible: Fairmat's graphical language allows user to describe strctured products and the Plug-in system allows sophisticate users and developers to add additional features.
- Multi-Platform: Fairmat Academic runs on Windows, Linux and Mac OSX
DETAILS
FAIRMAT PROFESSIONAL
The commercial solution for analysts and quants! Easily prototype, assess models robustness and price any derivative product!
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- Asset classes: interest rates, credit, inflation, commodities, currencies
- Products: plain vanilla, OTC, exotic products, Asian & lookback options, basket options, cash-or-nothing options, barrier options, maximum / minimum / average options, swaps, swaptions, futures, forwards.
- Market Data Providers: integrated with Bloomberg and Fairmat.com
- Analyses: MTM, Greeks, IAS-39, Impact, Sensitivies and more.
DETAILS
Fairmat Data-Link
Data-link is an on-demand pricing service for Fairmat Academic. It enables valuations and analyses for commercial purposes allowing calibrating models against market data
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Privacy: calibrate market models remotely and execute your valuations on your laptop without storing sensitive information online.

Affordable: Data-Link subscription periods are designed to let you pay for the service only when you need it.

Starting Asset classes: Libor and Euribor linked contracts. More to follow

DETAILS
FAIRMAT SERVER
The derivative pricing software for the enterprise: it handles scheduled valuations and monitoring of structured products portfolios.
- Multi-User: Concurrent and hierarchical access on the information stored on enterprise data store
- Automation: Derivative Contracts Metric Monitoring
- Regulators friendly: meet EMIR 648/2012 Risk Mitigation quantitative requirements
- Access to Market Data: integrated with Bloomberg Data License
DETAILS

Fairmat is a trademark of
Fairmat SRL
VAT Reg. IT03754840233

Other languages: IT, NL

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