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Financial Instruments Pricing Analytics
Reduce data and technology complexity by moving instrument pricing analytics processes to the cloud, and delivering results via API directly into individual workflows.
With the adoption of increasingly complex, multi-asset financial instruments, coupled with capital constraints and reporting requirements imposed by regulators, banks need scalable and cost-effective access to analytics.
Cloud technology has streamlined access to analytics, removing the time- and resource-intensive process of performing instrument pricing analytics on-premise across siloed servers with limited compute power. This enables trading desks, research teams, and front- and mid-office risk teams to leverage instrument pricing analytics to model multi-asset instruments across pricing, volatility, and cash flows to power their alpha generation, research, and compliance workflows.
Our solution
Analytics pre-integrated with the data you need
Instrument Pricing Analytics is an API that provides on-demand analytic computation across asset classes, and pricing data like zero curves and volatility surfaces. Users also have the control over the calculations they want to perform. IPA combines quantitative analytics, native integration with market and reference data, and light touch integration. IPA offers access to the unmatched breadth and depth of Refinitiv content combined with ours and partners pricing models.
These are delivered via the Refinitiv Data Platform in the cloud, through APIs directly into workflows, or through Refinitiv Workspace. Refinitiv Instrument Pricing Analytics can also be accessed through Refinitiv Codebook.
To help firms as they move through the LIBOR transition, Refinitiv Instrument Pricing Analytics is also providing a range of risk-free rate (RFR) analytics, so that firms can migrate existing contracts and engage with new RFR products .
Benefits
Access plug-and-play analytics, pre-integrated with market and reference data
The pricing models are pre-integrated with Refinitiv’s trusted market and reference data, minimising data wrangling.
These plug-and-play analytics can be easily integrated into workflows, and analytics requests can be easily parameterised.
Access analytical libraries, including Adfin for vanilla products and Price-It for structured products.
These can be plugged directly into workflows to help with realised rate calculations, new zero curves and more.
Script models directly against the API through the CodeBook application in Refinitiv Workspace, and leverage resources from our Developer Community
Solutions
Discover the solutions and services giving you access to Financial Instruments Pricing Analytics
Insights
Learn more with our financial instrument pricing analytics insights
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