The missing piece.

Hi all,

Designing technology to support derivatives and structured products poses great technical challenges due to the inherent diversity of these products, and the complexity of their lifecycle event management. Any market player who has been involved in these types of projects would relate.

Today, users have high expectations regarding features such as independent valuations, advanced what-if scenarios, lifecycle event monitoring, global product coverage, document generation, etc. These expectations can be met by joining forces with an expert technology provider to control the costs, accelerate the time to market and reduce the inherent risks of software development projects.

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Software editors, platform vendors, and virtually any financial institution looking to improve, support or launch OTC derivatives and structured product solutions can integrate LexiFi’s technology in their systems and under their own brands.

This was the choice of the Danish SimCorp, the fintech pioneer Bloomberg, the platform vendor Luma, Fact - a German technology provider, the asset manager Ostrum, and Natixis Investment Managers with its Asset Studio platform. These clients have all opted for LexiFi’s Instrument Box, combining their systems’ strengths with LexiFi's modeling and computing capabilities.

Each one of them has chosen the best-suited technical integration among LexiFi’s suggested alternatives.

"We are pleased to extend our integration with LexiFi based on the success of our earlier collaboration. We have been extremely satisfied with LexiFi's technology, high-quality of service and support for our business. Their contribution has been valuable to the development of our new Bloomberg Derivatives Library, DLIB, and has enabled us to launch it significantly quicker."
Jose Ribas, Global Head of Derivatives and Structured Products at Bloomberg

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Getting immediate generic support for derivatives with the required financial modeling capabilities can be achieved at a fraction of usual costs: you could focus on your area of expertise and decrease your system’s time to market with “the missing piece.”

LexiFi has been developing, selling, and enhancing this “piece” for over two decades.
Instrument Box is a software component designed to be embedded in new or existing third-party software.

Using Instrument Box to extend and design new functionalities in your system means capitalizing on LexiFi's expertise and industry feedback. Our technology has a proven implementation track record with different types of clients including private banks, brokers, asset managers, investment banks, and fintech companies.

With a strong financial modeling foundation and robust analytical capabilities, Instrument Box clients: 

  • Differentiate their offer and expand internationally through immediate generic product support: without concern about payoff differences between regions and markets thanks to LexiFi’s unique product modeling formalism
  • Price accurately and benefit from an open pricing architecture that separates pricing-related data elements and services for a seamless integration
  • Provide integrated lifecycle event monitoring thanks to the detection and processing of lifecycle events while benefiting from automatic product definition adjustments in response to such events
  • Offer game-changer tools such as automated document generation like term sheets and marketing documents, as well as reporting capabilities
  • Access all kinds of quantitative routines including what-if analysis, sensitivity analysis, model risk management, and more!
  • Share expertise thanks to LexiFi's knowledge transfer program relating best practices in financial engineering and both theoretical and applied computer science


Instrument Box can be accessed in different ways depending on the companies’ objectives and corporate resources. Here are some examples of integration scenarios:

1. Full control and flexibility to develop your system: access to the source code, high-level consulting, and an extensive technology transfer program:
Some technology providers prefer building their solutions with full control, and flexibility over the underlying technology. This entails a significant investment in training their talents to use LexiFi’s technology at the lowest level of their systems’ infrastructure. LexiFi in turn ensures a smooth integration by putting in place an extensive technology transfer program.

2. Get specific functionalities and access predefined LexiFi tools through stateless APIs:
Another possible setup consists of integrating LexiFi’s Instrument Box tools in a stateless API, with replicable behavior and easy debugging. This gives you access to predefined functionalities inside your own system through your own user interface.

3. Access LexiFi’s features and latest developments through lightweight Web server APIs:
Through LexiFi’s standardized web APIs, third-party systems seamlessly integrate pricing, lifecycle management, document generation, and more! If you prefer a lighter integration while accessing the full LexiFi technology experience, the best-suited offer is using our web APIs. This type of integration allows you to readily benefit from LexiFi’s new tools and evolutions.


In 2006, SimCorp decided to use LexiFi’s technology and expertise to develop XpressInstruments, a SimCorp Dimension module designed to support derivatives and structured products. Read more

In 2016, Bloomberg has integrated LexiFi’s Instrument Box to support the Bloomberg Derivatives Library (DLIB) a platform allowing institutional investors to trade and manage structured product investments. Read more

In 2018, FACT the German technology provider has integrated LexiFi’s contract description algebra and the quantitative libraries from LexiFi’s Instrument Box into its asset management and valuation system. Read more

More recently, Luma has been featured in the news for integrating LexiFi’s technology. Read more

Natixis Investment Managers has also recently integrated LexiFi’s technology along with other fintech companies to launch its innovative Asset Studio platform. Read more






Client stories



LexiFi team