Infrastructure

Uniform description of financial products

LexiFi Apropos is powered by MLFi, an original formalism, developed by LexiFi, for uniformly describing all financial products. LexiFi's financial contract representation technology is the result of a long-term research and development effort that received both industry and academic awards.

Central product database

LexiFi Apropos' database centralises terms and conditions, auxiliary data, documents, contract-specific pricing environments and pricing results for complex products.

Interactive displays give access to pertinent product, underlying, trade, position and risk information; and enable users to respond immediately to enquiries from relationship managers and clients.

Fast product search

Pre-defined filters and a search capability allow users to quickly zoom in on the relevant products.

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The system's event processing capabilities ensure that product definitions are always up-to-date.

Central access to market data

Access market data snapshots, historical time series and derived data such as yield curves and volatility surfaces from a central location to ensure consistent valuations and analyses across products and portfolios.

Open pricing framework

LexiFi Apropos clearly separates the various pricing-related services and data elements in order to support a multitude of integration scenarios with existing valuation algorithms and calculation platforms. Learn more...

Integration and customisation

LexiFi provides tools and services to meet distinct client requirements:
  • Integrations APIs. Each integration scenario has specific needs and constraints and thus requires a custom view on features provided by LexiFi Apropos. In addition to allowing direct and fine-grained access to all components of LexiFi Apropos, LexiFi has developed a number of tools to define customized APIs that expose core concepts in a form suitable for integration in the client's infrastructure with minimal effort and strong guarantees of stability. Examples of such tools include: a bidirectional bridge between MLFi and Microsoft .NET for deep integration of LexiFi's technology in existing Microsoft .NET applications; a lower-level native Foreign Function Interface between MLFi and C/C++; a built-in HTTP server to define high-level entry points in a loosely coupled integration scenario; command-line services for light integration scenarios with batch processing; and value import/export in XML form, with automatic generation of XML schema and of typed serializers/deserializers in a variety of languages (C#, Java, Javascript).
  • Extension Kit. The LexiFi Apropos Extension Kit enables users to add financial instruments, pricing models, product and portfolio analytics, and processing capabilities independently from LexiFi.
  • Professional services. LexiFi provides consulting and software development services to assist clients in integrating and customising LexiFi Apropos.
  • Technology and knowledge transfer. LexiFi offers a complete program for clients who wish to acquire the tools and skills to independently develop custom solutions with LexiFi Apropos.