nexRates platform is based on a pricing engine, providing the following default pricing methods

  •    Quotation “bond vs. country curve”
  •    Quotation “bond vs. benchmark”
  •    Basis quotation
  •    Eonia spread quotation
  •    Swap Spread quotation
  •    TED Spread quotation
  •    Z-Spread
  •    G-Spread
  •    Asset Swap Spread
  •    Discount Margin
  •    Manual and Smart Manual quotation

Plus it allows the users to integrate and write its own pricing strategy via the Strategy Maker Workbench, through which custom strategies can be created and added by using nexRates Script Language. A complete framework, SDK and debug tools are provided together with it.