Backtest

How would financial products evolve if they were acquired in the past? LexiFi Apropos’ Backtest feature provides an accurate answer in seconds.

CVA/DVA

The counterparty risk is known to have an important impact on a portfolio. LexiFi Apropos evaluates this risk and its components precisely and rapidly, so that one can concentrate on results and immediately benefit from a complete and intuitive view of them.

Compliance and regulatory requirements

The growing complexity of regulation is often a source of headaches in the derivatives and structured products industry. Fortunately, LexiFi Apropos’s integrated approach takes on its full meaning in the current regulatory environment.

Connectivity

Alongside the strength and flexibility of the underlying technology, the full power of LexiFi Apropos is exploited through its ability to communicate with external systems.

Document generation

There is an easy way to save a considerable amount of time on the creation of your documents: LexiFi Apropos’ Document generation.

Forward simulation

We know that uncertainty is one of our clients’ major issues, leading us to incorporate an innovative forward-looking feature into our software.

Golden Database

LexiFi Apropos brings to financial institutions the capacity of implementing their own uniformly defined financial contract database, which provides a single version of the truth to all downstream manipulations.

Graphical simulation

If you are looking for an intuitive way to understand the payoff of your product, Graphical simulation is the perfect feature.

Greeks

Precision and Speed are the two pillars of the calculation of Greeks in LexiFi Apropos…

Integration and customisation

Our first principle of client centricity is embodied by our teams’ efforts and our technology, dedicated to the growing of LexiFi Apropos into your own in-house eco-systems.

Introduction to quantitative analytics

Have a look at the overview of our pricing module and our main quantitative instruments: open LexiFi’s toolbox!

Lifecycle management

The entire horsepower of our engine resides in Lifecycle management.

Monte Carlo Simulation Inspector

Rest on our quantitative expertise and unlock significant value using our unequaled Monte Carlo Simulation Inspector.

PDE Inspector

Want to explain or better understand the price LexiFi Apropos just returned? LexiFi gives you an in-depth insight into PDE pricing.

PDF Importer

Drag and drop the termsheet to create your product!

Payoff diagram

Payoff is a product’s fingerprint, and we want to make sure that it is always correctly matched with its respective product definition.

Pricing

Our pricing framework is a ready-to-use tool designed to be highly-customisable, and refined through 20 years of expertise.

Pricing models and methods

In LexiFi Apropos all pricing models can be implemented through different methods, generating a wide spectrum of solutions.

Product definition

Choose your favorite way to input a product amongst LexiFi Apropos’ many options.

Reporting Tools

View your portfolio at its very best…

Risk Scenario

Assess the consequences of virtually any market situation on your portfolio.

Solver & Variations

Evaluate all your different possibilities.

Static Replication Pricing Model

We know that decomposition is the base of problem solving, so we break down a contract into smaller parts to both understand and price it better.

Trade management

We help you to provide a faster, better client service.

Underlying Optimiser

Optimise your products, don’t just manage them!

Value Change Analysis

Sometimes, calculating one or more (ie., Risk Analysis) prices isn’t enough. One may want to explain precisely the difference between two prices. Seems easy? Isn’t typically, as one has to be careful about the details. Fortunately, LexiFi Apropos provides the right tool.

Value at Risk

LexiFi Apropos reduces what was once a matter of hours in a few seconds.

Workflow

We work closely with our customers to develop and maintain custom workflows answering organisational needs and constraints.

LexiFi • 892 rue Yves Kermen • F-92100 Boulogne-Billancourt • France