ICE Data Derivatives has extensive experience in providing mark-to-market reports, at end of day and intraday, alongside independent portfolio valuations. Our valuation calculation services cover major asset classes including Interest Rate, Inflation, Equity, Foreign Exchange, Commodity, Credit and Hybrids.
Our pricing models are fueled by our high quality market data that is sourced in real time from top tier banks, exchanges, interdealer brokers, data vendors, utility companies, energy producers, as well as ICE’s own network of exchanges and clearing houses.
This wide breadth of contributions, alongside our robust pricing models enable us to calculate derivatives valuations that are granular, long dated and independent. We support a wide range of complexity from simple vanilla and forward instruments, to 3rd generation exotics and bespoke structures.
Independent calculated valuations based on market standard analytics and our comprehensive data.
3 workflows tailored for your needs
Experienced quantitative analyst team to help with: