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Backtesting of structured investment products

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

Compliance and regulatory requirements for structured investments and OTC derivatives

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 and APIs

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.

Custom view inputs

View Inputs let users add the fields or filters of their choice to documents and web pages.

Document customization

There is an easy way to customize documents in LexiFi Apropos: LexiFi Apropos' Template Technology. Users have full control over the documents' content as well as the layout and visual aspects.

Event notifications and alerts

Monitoring product and portfolio events involve notifying different parties ranging from business partners to colleagues and clients.

Graphical simulation

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

Grid Reporting

View your portfolio 360°

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!

LexiFi Web Application

LexiFi Web Application is an online portal designed to work hand in hand with the LexiFi Apropos desktop application.

Monte Carlo Simulation Inspector

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

OTC derivatives and structured products 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.

OTC derivatives and structured products price uncertainty tool

Quantify and understand the exact sources of pricing uncertainty.

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 termsheet Importer of structured products

Drag and drop your termsheets to create products!

Pricing methods

LexiFi’s pricing methodology is characterized by combining the full flexibility of LexiFi’s generic contract description with maximal operation speed brought by native code execution.

Pricing models

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

Pricing OTC derivatives and structured products

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

Sensitivity Analysis (Greeks)

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

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.

Structured investments document automation

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

Structured investments 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.

Structured investments lifecycle event management

The entire horsepower of our engine resides in lifecycle management.

Structured investments 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.

Structured Investments risk and what-if scenarios

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

Structured investments solver & variations

Evaluate all your different possibilities.

Structured products definition

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

Structured products underlying optimizer

Optimise your products, don’t just manage them!

Structured products value change analysis

Sometimes, calculating one or more (ie., Risk Analysis) prices isn’t enough, you may need to explain precisely the difference between two prices to clients. Such investigation can be tricky. Whether you need a punctual analysis or regular reports explaining product P&L, LexiFi Apropos Value Change Analysis will answer your needs.

Trade management

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

Valuation adjustments 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.

Value at Risk

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

Workflow

It is possible to create workflows directly in LexiFi Apropos application. Workflows can be created by Client Super Users or LexiFi Product Specialists.