Simulated Historical Instrument Analytics
Leverage sophisticated IBM Algorithmics financial models to price and compute analytics on financial securities for a historical date, under a scenario.
Thirty years of financial engineering expertise at your fingertips. IBM Algorithmics pricing models are trusted by the world’s largest financial institutions to meet their risk, performance, and regulatory needs. The Simulated Historical Instrument Analytics service supports the historical computation of the theoretical or market calibrated valuation, and all relevant associated analytics, for investment securities such as equities, fixed income, and derivatives over an alternate set of market conditions.