the oneview graph - numerix · oneview is different. developed from the ground up to be fast,...

6
One Framework. One Source of Truth. One Holistic View.

Upload: others

Post on 08-Jul-2020

6 views

Category:

Documents


0 download

TRANSCRIPT

Page 1: The Oneview Graph - Numerix · Oneview is different. Developed from the ground up to be fast, hybrid, heterogeneous, low footprint, and agile, Oneview offers institutions of all sizes

One Framework. One Source of Truth. One Holistic View.

Page 2: The Oneview Graph - Numerix · Oneview is different. Developed from the ground up to be fast, hybrid, heterogeneous, low footprint, and agile, Oneview offers institutions of all sizes

The Oneview GraphThe Oneview Graph provides the underlying “glue” that enables true real-time, event-driven performance

of the Oneview Enterprise platform. A development platform based on a directed acyclic graph technology

for constructing distributed component-based systems, the graph allows business components to

“discover” and “talk to each other.”

The streaming graph framework achieves true real-time through its efficient, intelligent and scalable

design, triggering modules only if the data they depend on changes, resulting in continuous real-time

updates to positions, P&L and other risk metrics.

UNMATCHED PERFORMANCE

While other systems may promise real-time performance, the scalability of Oneview Graph’s true real-time

calculation framework is unmatched. Our unique approach stems from the innovative combination of

a real-time, distribution, fault-tolerant, event-driven framework with the power of dynamic dependency

graphing—resulting in maximized efficiency.

The Oneview Enterprise Platform can calculate VaR, Greeks and carry out stress testing on a sub-second basis, or price 25,000 interest rate swaps per second in volatile markets.

KEY BENEFITS

• Enables quants/developers to focus on business functionality rather than infrastructure.

• New components/data sources can be added dynamically at run-time.

• Simple integration points for:

- External pricing models - Can be leveraged in real-time, on demand or batch

- External data sources - Full monitoring

- New GUI’s and reporting - Controller services

REAL ‘REAL-TIME’

The Only True Real-Time, Cross-Asset Pricing, Risk, Analysis and Trade Management Platform

• Real-Time Distributed Calculation Engine with Innovative Graph Technology

• Streamlined Operations and Fast, Accurate Insight and Reporting Across the Enterprise

• Flexible, Open Architecture Empowers Rapid Response to Quickly Evolving Capital Markets

• Modern, State-of-The-Art Low Footprint Framework

• Unified Platform Enables Single Transparent Source of Analytic Truth

Page 3: The Oneview Graph - Numerix · Oneview is different. Developed from the ground up to be fast, hybrid, heterogeneous, low footprint, and agile, Oneview offers institutions of all sizes

Pricing, Risk, Analysis & Trade Management in Real-TimeNumerix Oneview Enterprise Platform is the next generation pricing, risk, analysis and trade management platform designed for the next evolution of the capital

markets. Driven by innovations in dependency graph technologies, the Platform is the only real-time cross-asset platform putting the front office first, while driving

analytic consistency across all business lines.

Not Just the Next BIG ThingMore than ever before, banks need to adapt quickly to changing business

needs, streamline operations and manage a multitude of regulatory,

profitability and market pressures. Often weighed down by an aging

patchwork of legacy infrastructure, disparate data, and bound to big,

rigid trading systems, the agility demanded of today’s business

environment can be difficult to obtain through existing technology and

costly to execute.

Oneview is different.Developed from the ground up to be fast, hybrid, heterogeneous, low

footprint, and agile, Oneview offers institutions of all sizes and

complexities a single, front to back real-time solution that delivers

unparalleled efficiency, flexibility, performance and accuracy. Oneview’s

open architecture speaks your language and leverages a wide array

of open source and leading-edge technologies.

The framework provides a consistent and powerful foundation to build

a unique solution that truly meets your institution’s needs, allowing you to

choose from a robust selection of Numerix Business Services applications

or develop and connect bespoke capabilities, data sources and libraries.

ONEVIEW ENTERPRISE PLATFORM

Page 4: The Oneview Graph - Numerix · Oneview is different. Developed from the ground up to be fast, hybrid, heterogeneous, low footprint, and agile, Oneview offers institutions of all sizes

Oneview Business Capabilities:

• Distribution

• Trading

• XVA

• Risk

• FRTB

• Model Validation

• Economic Scenario Generation

Learn more about our Business Services Applications at www.numerix.com/oneview/business-services

Business ServicesDesigned to revolutionize trading and

risk operations for all capital markets

participants, Oneview Enterprise

Platform offers a wide range of rich

business service analytics capabilities

that can be accessed directly via the

platform (through custom application

development endpoints or Python) or

from Numerix-developed applications.

This flexibility allows firms to build

a combination of services and features

unique to their organizational needs.

Page 5: The Oneview Graph - Numerix · Oneview is different. Developed from the ground up to be fast, hybrid, heterogeneous, low footprint, and agile, Oneview offers institutions of all sizes

Analytic ServicesThe Numerix CrossAsset library offers the industry’s most comprehensive collection of models and

methods, allowing institutions to price any conceivable instrument using the most advanced calculations.

Users also gain access to a wide range of calibration options for generating market-consistent valuations.

With an infinitely flexible architecture for defining bespoke deals—and the ability to integrate your own

internal models—Numerix CrossAsset enables the deployment of a unified pricing and risk solution for

all your derivative and fixed income positions across all trade types.

ASSET CLASS COVERAGE:

• Equities

• Interest Rates

• FX, Credit

• Commodities

• Inflation

• MBS

• Cash Securities

• Structured Products

• Exchange Traded

• all OTC Derivatives—Vanilla through Exotic

To learn more about Numerix CrossAsset Analytic Services visit

www.numerix.com/model-library

Recognized by industry-leading publications and analysts for strategic technology leadership and vision

“ Numerix continues, for yet another

year, to keep ahead of the rapid

changes in derivatives markets

structure and regulation through

effective quantitative and technology

R&D within their pricing and analytics

framework. Their future vision,

and ability to execute on it today,

are providing a scalable, growth

strategy that radically extends their

integrated products, technologies and

addressable market-places,”

— Peyman Mestchian Managing Partner at Chartis Research Chartis RiskTech100® 2017

Page 6: The Oneview Graph - Numerix · Oneview is different. Developed from the ground up to be fast, hybrid, heterogeneous, low footprint, and agile, Oneview offers institutions of all sizes

www.numerix.com

Numerix LLC

Corporate Headquarters

New York 99 Park Avenue 5th FloorNew York, NY 10016Tel: +1 212 302 2220

EMEA

London 41 Eastcheap, 2nd FloorLondon, UK EC3M 1DTTel: +44 20 7648 6100

Paris58 Bis rue de la Chaussée d’Antin75009 Paris, FranceTel: +33 1 53 25 03 35

FrankfurtBockenheimer Landstrasse17/1960325 Frankfurt am MainGermanyTel: +49 (0) 69 7104 55 182

DublinUpper Pembroke Street - 28-32Dublin Do2 EK84Republic of IrelandTel. +353 (0) 1 234 2642

MilanVia Monte di Pieta’ 2120121 Milano, ItalyTel: +39 02 8633 7791

HelsinkiJaakonkatu 3B7th FLFl-00100 HelsinkiFinlandTel: +358 40 5200 518

DubaiDubai Silcon Oasis HeadquartersBuilding Office D110P.O. Box 341122Dubai, UAETel: +971 (0) 4 372 4061

APAC

TokyoOtemachi Nomura Bldg. 20th FL 2-1-1 Otemachi Chiyoda-ku Tokyo 100-0004 JapanTel: +81 3 6202 1320

Singapore1 Finlayson Green #15-01Singapore 049246Tel: +65 6424 0490

Hong KongLevel 20 Infinitus Plaza 199 Des Voeus Road Central Sheung Wan, Hong KongTel: +852 3796 2720

Mumbai15th Fl, Dev CorporaPokhran Road No.1Eastern Express HighwayThane - 400601, MaharashtraTel: +91 22 6700 4913

SydneyLevel 34, 50 Bridge StreetSydney, NSW 2047Tel: +612 8216 0757

Americas

VancouverSuite 1110, 1166 Alberni StreetVancouver, BC CanadaV6E 3Z3Tel: +1 604 566 9655

Chicago30 South Wacker22nd FloorChicago, IL 60606Tel: +1 312 466 5708

Los Angeles3415 S Sepulveda BlvdSuite 1100Los Angeles, CA 90034Tel: +1 310 881 2700

Miami1111 Brickell AvenueSuite 1100Miami, Florida 33131Tel: +1 305 913 8569

Mexico CityPaseo de la Reforma No. 350Pisos 10 y 11Mexico, D.F. 06600Tel: 52 (01) 55 5001 5730

BogotaBogota World Trade Center100 Street Number 8A10th Floor, Building CBogota ColombiaTel. 57 1 646 7153

Seoul10FL Kyobo Securities Building26-4 Youido-dongSeoul-Si Yeongdeungpo-gu, 07327South KoreaTel: +82(2) 6336 6743

Taipei CityExchanging Square 1B Room, 17th FloorNo.89, Songren RoadXinyi DistrictTaipei City, 11073, Taiwan (R.O.C.)Tel: +886 2 2723 2580

BeijingUnit 1430 14F China World Office 1No. 1 Jianguomenwai AveBeijing 100004, ChinaTel: +86 10 6535 0156