Instrument Box is a component designed to be embedded in new or existing third-party applications. It packages LexiFi's most advanced technology and functionalities, used to create LexiFi Apropos.
A typical user scenario is to bring agility to applications already supporting basic structured products. With the addition of Instrument Box, such applications can immediately benefit from advanced features (such as valuation, reporting services, life-cycle processing) for a wide range and expandable list of derivatives.
Enable immediate full generic support of derivatives at a fraction of usual costs
Support the most common shapes of derivatives and structured products out of the box
Access to LexiFi's ground-breaking algebraic and compositional description of financial contract semantics
Create all kinds of value added features by using IB's carefully crafted API (e.g. pricing, quantitative tools, lifecycle, reporting)
Generic entry-screen APIs to generate user interfaces for letting users enter or modify contract parameters
Generic document generation APIs to produce HTML, PDF or Word documents such as term sheets, products reports
Generic APIs mean that no ad-hoc support is required for each specific shape once the APIs have been integrated in the host application
Development tools to potentially extend Instrument Box
Access to the source code, to high-level consulting resources and to an extensive technology transfer program
LexiFi's software has enabled us to keep our commitment to provide high-level expertise to our clients. The facilitation brought by LexiFi's solution to manage the lifecycle of structured products, even for our most complex cases, exemplifies what has been achieved thanks to the completeness of its features. LexiFi's team has demonstrated to be remarkably supportive, perceived our needs and reflected them in their continuous strive to perfect their software. Our customers have appreciated the upgrading of our services and we are eager to extend our use of LexiFi's software to pursue this path.
Head of Structured Solutions EMEA
Deutsche Bank (Suisse) SA
As a specialist boutique dedicated to buy-side institutional clients, we thrive at providing independent advice and successful solutions using derivative investments focusing on our customers’ needs first. We believe in a holistic approach to best support our clients and find LexiFi provides us with strong support in the background.
TFS Structured Products
The decision to use LexiFi’s system to automate the pricing of our products has been, without a shadow of a doubt, the ideal choice. LexiFi is now deployed in three different departments (i.e. Structuring, Data & Pricing and Risk management) and enables us to have an accurate automated pricing for 99% of the products we trade, from complex to vanilla. It is a great relief for us to have LexiFi at our side in order to address the challenges of new regulations such as EMIR. Only good surprises come out of this system.
Former Head of pricing department DPMS
Natixis Asset Management
Bloomberg is committed to providing a fully integrated workflow for derivatives, structured products and strategies. LexiFi's contribution has been valuable to the success of this effort and our engineering teams have worked together productively, establishing a solid ground for long-term collaboration.
Head of derivatives and structured products
LexiFi more than delivered on its promise: LexiFi Apropos is a very well-designed system that continues to positively surprise us as we encounter new business challenges. LexiFi's staff is competent and has a sincere desire to make the relationship succeed.
Head of Structured Products
Banque de Luxembourg
LexiFi gathers the technology and expertise to overcome the challenge of automating the specific requirements of a structured product activity. It is a real pleasure to work with a proficient and helpful provider, the value-added is indisputable. We look forward to extending the usage of this powerful tool.
Head of Investment Products & Advisory
LexiFi has brought significant improvements to the processes and organisation of our structured products activity, bringing together in one single system all the requirements that our team could think of: a central database of products, cutting-edge quantitative tools, a system to produce precise and up-to-date client facing documents and internal reports, the automatic detection of product life cycle events including cash flow computation for our back office and a complete after trade system. LexiFi is now a central tool allowing our department to cope with a changing and challenging environment.
Product Specialist | Structured Products
HSBC Private Bank
The relationship with LexiFi demonstrates SimCorp Dimension's aptitude for exploiting new technology, such as LexiFi's ingenious system for describing and managing complex financial products, and the robustness of LexiFi's novel approach. We look forward to furthering our partnership with LexiFi to address the delicate challenges posed by financial product innovation.
Jørgen Vuust Jensen
Domain Manager – Financial Instruments
LexiFi perfectly matches our need to price all kind of types of structured products. The system has the virtue of a total flexibility and allows to define complex contracts in a quite easy, intuitive way. LexiFi's staff did a great job throughout the whole implementation phase and met all our enhancement requests quickly by several completely new developments thanks to their knowhow.
Head of Middle Office, Control and Monitoring
Banque et Caisse d'Epargne de l'Etat Luxembourg
LexiFi Apropos brings together all data and services needed to support Lombard Odier's structured products business: the system has coped well with the growth and diversification of our activities, a testimony to its sound design. LexiFi Apropos has become a key asset for the Bank in light of the quality and process improvements that it enabled in the structured products department. LexiFi's service team contributed their experience and project management skills, keeping an impressive tempo through all phases, with no compromise on quality.
LexiFi is selling a commercial programming language, MLFi, which breaks down financial transactions into their primitive constituents. These elements can be combined using a standardised syntax to describe instruments at any level of complexity. In essence, this approach is an attempt to create a DNA string for derivatives.
Executive Director, Financial Stability
Bank of England
Minimal API :
Generic API :
Orthogonal API separation of concerns "by design" :
Choose best-suited technical integration :
Available knowledge transfer program available
Helper functions :