Fairmat professional is designed to replicate and assess OTC contracts. It is possible to asses to statistical properties without writing any line of code using a friendly graphical environment.
Fairmat is extensible by means of plug-in system allowing customers to extend it by writing custom extensions or to leverage existing investments by integrating existing code.
Fairmat Professional’s goal is the minimization of the time and effort needed to replicate structured derivative products and OTCs starting either from scratch or by using templates.
It is then possible to publish or integrate the modeled pricing and risk models into different production environments, killing porting time and costs.
Furthermore, with the same tools it is also possible to perform capital budgeting analyses.
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Along with Fairmat professional and Fairmat Server we offer a series of additional commercial plug-ins:
The IAS 39 accounting rules disciplines the representation and the valuation of Financial instruments on the balance sheet. The plug-in implements the IAS-39 hedge accounting prospective tests for any derivative contract you can model with Fairmat.
The prospective test is performed by comparing the eects of the fair value changes of the hedged item and the hypothetical derivative (hedged item) under given scenarios for the value drivers.
Fermat Professional includes the the Jarrow Yildrim inflation model which allows you to price Inflation-Linked derivative products.
Allows Fairmat to price credit derivatives, and include Credit Value Adjustment.
Gives the ability to share market data from multiple instances of Fairmat Professional and Fairmat Server allowing data retrieval from the Bloomberg data license.
This plug-in implements the informative CONSOB (Italian Securities and Exchange Commission) , described in Quaderni di Finanza N.63 as "A quantitative risk-based approach to the transparency on non-equity investment products" and the Comunicazione n. DIN/DSE/9025454 of 03/24/2009) for the transparency of investments which is built on three pillars: the recommended investment horizon, the potential returns and the degree of risk associated (and, in the case of "benchmark" products, the management class in terms of deviation from the chosen benchmark) about an investment product. Informativa Consob plug-in implements the informative CONSOB about an investment in a "unit-linked" or “index-linked” product.