Prafis analytics service provides fixed income low latency streaming calculations. Analytics includes yields, spreads, hedge ratios and other risk parameters, as well as sophisticated sensitivity models and studies.
Variety of term structures, including Sovereign, Swap, Issuer and Credit Rating curves, produced using our proprietary interpolation technique, are easily retrieved, analyzed and modified to enable tangible grasp of relative pricing.
Prafis valuation platform enables corporate bond market participants to uncover pre-trade bond value. Built using data mining models applied on actual prints and quotes.