All securities are valued from first principles, across all asset classes and their derivatives. Assidium clients gain automatic access to fundingcurves.com, an interest rate aggregation service that provides transparently bootstrapped curve points for short term money market products or out to 40 years for swaps.
Bond and money market valuations show duration, modified duration and PV01s, as well as interest and amortisation accruals. You can define your own securities and cash flow profiles for debt origination.
Assidium is a true multi-currency product, allowing you to separate currency PLs from simple price movements.
Where data licensing allows, Assidium can run real-time risk valuations and compliance mandate checks. Risk outputs are showcased in a user-designed dashboard with 20 modular interlocking windows.