There is an easy way to save a considerable amount of time on the creation of your documents: LexiFi Apropos' Document Generation.
The software allows to generate documents and reports based on any qualitative and quantitative data stored or computed on the fly. Users may automate the production of any type of document ranging from the simplest to the most complex: marketing material, client reports, risk reports or regulatory-compliant documents.
The application instantiates the template either to final HTML documents or to high-quality PDF documents.
Typical examples of documents generated for a specific contract managed in LexiFi Apropos include: sales sheets, term sheets, price sheets, confirmations, event notices, stress test reports, periodic reports produced throughout the life of the product. Documents and reports may also be created for cash flows, trades, portfolios and positions.
Salient features of LexiFi’s Document Generation technology include:
Full automatization: documents may be generated either interactively or through a batch-processing job. They may even be produced on demand through a web-service API
Dynamic and up-to-date documents: documents reflect the evolution of contracts through time. They can aggregate information from several sources, including contract parameters, past contract events (e.g. barrier crossings, fixings, or corporate actions), user-defined or automatically calculated attributes, historical and current market data, and external data sources (e.g. Microsoft Excel documents)
Analysis triggering: document generation can trigger on-the-fly quantitative routines and allows users to obtain results from pricing models or other analytics (e.g. Monte Carlo analysis, Value change analysis, Backtest, etc.)
Safe documents: when data due to appear in a document is missing, the system reports one or more informative alerts but can still generate the target document (containing warnings). This allows users to obtain early-stage, although incomplete, versions of documents when needed without the risk of sending such documents inadvertently to clients
Rich content: in addition to static and dynamic text, numbers, and other basic data, documents may contain images, charts (such as historical prices and underlyings of the contract), and complex data grids
Printing and/or web quality: from the same template, documents may be generated in HTML format (for quick preview, or direct display on a website) or in high-quality paginated PDF format. A template may also include variations that depend on the target format
Templates reuse: static and dynamic document fragments may be shared amongst templates. These fragments may be stored in a central location, or attached to specific objects such as a type of instrument, a specific underlying or a counterparty. For example, a product description may be attached to a given instrument type and appear both in a sales sheet and in monthly reports. Likewise, a legal disclaimer attached to a specific underlying may be included in any term sheet that refers to that underlying
Figure 1: Example of product performance report created with LexiFi Apropos' document generator and integrated as part of the application
Figure 2: Client risk concentration report