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Pricing Task Services
TimeScape Tasks
- Bulk Data Capture from data vendors
- Data Validation and exception reporting
- File Import/Export from data vendors and other sources
- Historical Instrument re-pricing and storage
- Tick Data Capture from data vendors
TimeScape Pricing Task Services provide the mechanism by which theoretical pricing and Greeks can be calculated at end of day, or retrospectively on a historical basis, and stored for future use. This may be an organisational requirement to meet regulatory needs.
Users configure tasks to define the theoretical parameters and models they wish to calculate and where those results are to be saved. TimeScape Pricing Services will then reconstruct the full set of pricing parameters (including underlying(s), yield curve(s), dividends etc) for each point in time and re-price and save the instrument data.
In addition to theoretical pricing, users can also configure tasks to recalculate and store historical yield curve related information (such as zero rates and discount factors) if required.