Specialised Solutions For Bespoke Needs. Embed Lacima’s multi-award winning analytics into your in-house solutions.
Can industry standard analytics be leveraged for in-house solution development?
Can the analytic capabilities of existing systems be increased to cover a wider range of energies and commodities?
How can I save time with implementing standard calibration and pricing engines?
Can in-house developed IP be complemented whilst saving time and money by using off the shelf simulation engines
Now more than ever, effective risk management and the ability to respond to valuation challenges and portfolio optimisation opportunities, are prerequisites for the profitability of organisations that deal across energy and commodities.
Market and credit risk teams require deep insights into the drivers of the risk faced by their businesses. It is no longer good enough to just ‘report’ a risk number. Shareholders and regulators require deeper analysis into the key drivers of the risk and explanations of day-on-day changes. Risk managers require scenario analysis and stress testing the inputs of the calculations to keep on top of the risks and how they are changing.
Lacima API enables you to embed Lacima’s multi-award winning analytics into your in-house or third party solutions via a callable API.
By using calibration, pricing and simulation engines developed by Lacima, in-house quant teams can significantly speed up their development of in-house solutions without re-inventing the wheel.
Key reasons that our customers choose to use Lacima API:
- Speeds up the development of user-developed solutions with ready to use standard derivative pricing libraries
- Save time to develop calibration routines for standard single factor (MRJD) and multifactor forward curve models
- Covers a full range of single factor (GBM, MR, MRJD) and multi-factor forward curve models
- Callable via Web or .NET API