Zeliade and Orchestrade partner to offer cutting edge pricing models in a single FO-MO-BO platform

01 Mar 2011

Zeliade and Orchestrade partner to offer cutting edge pricing models in a single FO-MO-BO platform. Orchestrade Financial Systems and Zeliade Systems announced today a strategic partnership to bring to market an integrated Front to Back Office software solution with cutting edge pricing models.

  • Orchestrade and Zeliade offer an integrated solution to model, price, process, and manage financial instruments in a single X-asset solution. The combined unique value proposition is cutting edge pricing FO-to-MO with simplicity: fully packaged solution, seamless integration, up-to-date models and algorithms.
  • The solution supports Heston and SVI models on Equity, FX, SV-BGM on Interest Rates, and advanced Credit modeling with dedicated application for calibration of pricing models parameters from observable market data. Model parameters are handled as native risk factors in Orchestrade risk analysis. Pricing uses closed-form when applicable, otherwise robust Monte Carlo simulation.
  • Supported asset classes include Equity, Forex, Fixed Income, and Credit.
  • Both software are written in .Net and leverage Microsoft technology.

Claude Martini from Zeliade Systems declares “Orchestrade pricing framework and the Zeliade Quant Framework fit just perfectly. The benefits of Zeliade robust and last generation pricing and calibration algorithms can be leveraged from the FO to the BO through a clear and clean implementation which is where Zeliade and Orchestrade bring value to the market”. Guillaume Aubert from Orchestrade comments “It is Orchestrade core strategy to offer integrated solutions. Our combined offer with Zeliade simplifies IT management for our clients with single contract, single support entry point, and single release”.

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