Products

The Portfolio Revaluation service provides a flexible and tailored revaluation solution that completely streamlines the revaluation process.

SuperDerivatives' Portfolio Revaluation service offers market accurate revaluations for the widest variety of options - both vanillas and exotics - in all asset classes.

The reports produced by the Portfolio Revaluation service are highly customizable. They include market values as well as theoretical values of all options in any currency. They also provide a full range of market Greeks as well as the market data that is used for revaluation.

The specifications for these output results are defined based on customer requirements. If desired, customers can use their own market data.

The reports are available monthly, weekly or daily at the close of trade for each of the world's major trading centers or at customer specified intervals.

The output reports can be provided in a wide variety of formats ranging from simple text messaging to Excel or FPML. Direct integration with customers' back office systems is available through an application that schedules the automatic upload and subsequent download of the revaluation reports.

Alternatively, customers can upload and download their portfolios through the SD-MM Mark-to-Market portal. Message exchange can be over file sharing, MQ Series, HTTP and FTP.