To meet demand for quality derivatives pricing and analytics, we continually build solutions for global client needs. ICE Data Derivatives offers cross-asset analytical solutions, market data and valuation capabilities, powered by up to 16 years* of history.
*Subject to coverage confirmation by IDD, on an underlying by underlying basis
Market Data
- Curves
- Volatilities
- Correlations
- Up to 16 years of history*
- Real-time
- Intraday
- EOD
Valuations
- Calculated valuations
- Simple products
- Advanced products
- Complex Valuations
- Exotic Valuations
- Best Execution
- Risk Sensitives (Greeks)
- Flexible delivery options
Analytics & Solutions
ICE Portfolio Analytics - Derivatives
- Cross asset front to middle analytics
- Pricing & parsing tools
- Portfolio and risk management
- Structuring and dissemination
- Internal RFQ/trading solutions
Integration and API
- STP and trade management
- Pricing and portfolio analytics API
Benefits
Your one-stop-shop for your derivatives needs:
A comprehensive multi-asset derivatives solution designed for front to middle office participants:
Supporting pre-trade price discovery and analysis, idea generation, structuring and dissemination, internal communication and trading, market risk management, real-time position management & investigation and more.
Cross-asset coverage:
ICE Portfolio Analytics - Derivatives covers cash and derivatives products in foreign exchange, interest rates, equities, credit, energy and commodities. This is supported by methodologies designed to reflect global best practices.
Comprehensive multi-asset structure catalog:
Extensive catalogue of vanilla, complex and exotic structures for a wide range of markets and underlyings.
State-of-art technologies:
Flexible delivery mechanisms of OTC proprietary content via a consolidated feed, FIX protocol or flat file for snapshot data in multiple formats.
