Code, deploy, schedule and monitor any financial calculations needed.
Using the Quantlab development environment, or simply using some of the built-in calculation methods, you can easily create additional derived data in your internal data store. Scheduling and monitoring calculations is handled through a web console that can be supervised from multiple locations.
A long standing problem for many financial institutions has been obtaining fair market values for older option trades. We have solved this by creating fair volatility surfaces using the current liquid market quotes and from these pricing any positions that do not have IFRS compliant liquid pricing.
An even more common problem among many institutions is finding yield curves calculated to fit into legacy systems. Having models such as those required by the EIOPA to discount liabilities, it is easy to create inhouse solvency II compliant curves using swap market yields as the only input.