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.

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.

Greeks

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

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.

Risk Scenario

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

Solver & Variations

Evaluate all your different possibilities.

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.

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