finmath Valuation Oracle

Margin Valuation

Allows to calculate the settlement amount for a given trade P using two market data sets M(T₁) and M(T₂).

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Product Valuation

Valuation of a financial product based on product data P (XML) and market data (JSON) M(t), e.g. the valuation of the underlying of the SDC.

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Product XML Check

Check a product XML (performs a valuation on pre-defined market data).

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