FMR 3000

FMR3000 is a packet of financial libraries, which supports operations over bonds, over both rate and share derivatives and over exchanges.

This packet is integrated with its own database, which contains static characteristics of financial instruments to be valuated and the calculation conventions for supported markets. FMR3000 is optimized to sustain a large amount of calculations that are required by the use in Real Time applications.

The System disposes of various utilization interfaces, such as Excel, Matlab, SAS and the most common programming languages, (Visual Basic, C/C++ etc.).

FMR3000 is a product always in evolution, which matches to the news and modifications required by markets.

Some characteristics of FMR3000 are listed here:

• real time or manual pricing for bonds (government and corporate), and for derivatives related to various international markets;
• market analysis, in terms of risk, of return and of relative value, by using methods based on both historical data and real time quotations;
• simulation and scenario analysis, based on term structure curve;
• supports utilities for dates and calendar management or functions for interpolation;
• sophisticated models to determine Zero Coupon curves from markets data;
• calculation functions for Asset Swaps, Discount Margin, CTD and CCT analysis;
• automatic connection with the most important real time data providers (Reuters, Bloomberg etc.);
• integration with various quotation systems for electronic markets and SSO;
• advanced support for Microsoft Excel;
• historical database integrated with calculation libraries;
• support for European market and Eastern Europe, USA, Canada and Japan;
• help desk and on site support.

  Download the brochure

  FMR4000: Framework for evaluating Bond, Structured and Derivatives Markets