FastVal

SunGard’s FastVal is an ASP derivatives valuation service, accessed via the Internet that provides independent valuations for individual trades and holdings as well as entire portfolios. FastVal is powered by a proprietary pricing language that can describe any financial instrument based on cash flows, calendar events and boundary conditions. This helps FastVal to respond rapidly to developing markets and products and assimilate new instruments. FastVal uses both single and multi-factor models with a choice of numerical methods to price and structure derivatives in a wide range of asset classes.

FastVal Offers

 
  • Online valuation services for OTC derivatives and structured products
    Powered by a proprietary pricing language that can describe any financial instrument based on cash flows, calendar events and boundary conditions
  • Expert Support
    By financial market professionals with trading and risk management experience of fixed income, equity, credit derivatives, securitized assets, inflation linked assets, commodities, energy and
  • Comprehensive suite of derivatives pricing models
    Each model is available individually in XLL or DLL format and covers 1-, 2- and 3-factor models, lattice, PDE and Monte-Carlo supporting a range multitude of asset classes.
For more information about SunGard's FastVal, please visit www.sungard.com/fastval/learnmore

 

Product and service specifications
Database
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Language used
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Operating system
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Pricing structure
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User interface
• Web
Tags:
OTC derivatives, independent valuation, pricing models, structuring, risk management, model validation and benchmarking

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