Lacima Trader > Pricer

Calculate values and risk sensitivities for a wide range of commonly traded instruments. 

Pricer provides the flexibility to value deals directly within existing templates provided, or to build bespoke derivative pricing and risk management spreadsheets for customized analysis.

Fact Sheet

Business benefits

  • Cross-commodity and multi-currency analysis allows you to model anything from a single structured deal to an entire portfolio and aggregate exposures         
  • Real-world: models are specifically designed to accommodate the unique features of energy and commodity markets
  • Transparent: clear and easy to use functions, which use published analytics methods and make it straightforward to understand risk factors and the drivers of value               
  • Comprehensive: extensive instrument coverage – from commonly traded to highly specialized exotic options
  • Flexible framework: use Lacima’s pre-defined templates or build bespoke spreadsheets              
  • Consistent: model outputs meet the needs of all teams from Front Office to Back Office, including traders, structurers, originators, risk managers, analysts and quants

Key features

  • Industry-specific models that account for mean reversion, jumps, seasonality and correlations in energy and commodity prices 
  • Fast and accurate results even when calculating complex simulation-based pricing and risk sensitivities 
  • Analyze, view and graph derivatives exposures 
  • Quick set-up: same-day implementation and easy to learn, with familiar Excel interface 
  • Flexible: value derivative instruments used in power, natural gas, oil, coal, metals and soft commodities
  • Comprehensive results: functions calculate prices and all the relevant risk sensitivities 
  • Seamless framework: fully consistent with Lacima Analytics and other products within the Lacima Trader suite