FMR 4000 is a scalable, modular software package for the valuation (pricing, risk/return analytics, simulations, etc.) of financial instruments such as bonds (government, corporate, Eurobonds, emerging market, structures, etc.), equity and FX derivatives (vanilla and exotic) and rate derivatives (cap, floor, swaption, etc.).

The package has been devised to efficiently solve at enterprise level the issue of financial calculations and provides a consistent valuation framework across several corporate functions, such as trading, wealth management, risk management and accounting.
The two main components of the package are the calculation engine and the database for the static data of the instruments.

Using efficient numerical algorithms (implemented in a C++ engine for maximum execution speed and portability), FMR4000 Lib offers a user friendly interface to state of the art financial models available in a variety of high level working environments such as Excel, FastTrade Clients, Brain3 strategies and SAS. The package may also be integrated with proprietary user applications through an API interface.

The database application stores static data for all the instruments managed by the libraries. It may be automatically updated from master data files and data vendors.

The Financial Analytic Provider Grid (FAP Grid) is a distributed calculation engine devised to efficiently generate, store and distribute large amounts of financial analytics. The system manages the entire analytics production process: market data retrieving and cleaning, analytics calculation, database storing and calculation flow coherence checks. The high level of automation strongly reduces operational risks.

FAP Grid is an open system: proprietary data and analytics may be easily integrated in the calculation process.
FAP Grid is designed to import data from a large number of markets and Data Vendors and to operate in conjunction with enterprise wide position keeping and risk management system. To ensure the highest levels of flexibility, analytics are also accessible through an API and a web interface.

FAP Grid supports the valuation of financial analytics for different asset classes, both cash and derivatives, including fixed income instruments, rates derivatives, credit derivatives, equity and FX derivatives. The system capabilities include pricing, sensitivity calculations and risk analytics and measures.

FAP Grid is extremely versatile and is successfully used for back office fair value valuations, NAV calculation and risk management purposes, such as VAR or scenario simulations. The open database architecture allows for easy report generation.