kACE (Kalahari Advanced Calculation Environment) is the leading intelligent price discovery system from Kalahari. It is designed as a superior pricing tool for traders in banks, money broking firms, corporations and other trading institutions and has flexibility that allows bespoke design for each customer's requirements.
With over 1200 calculations embedded in the system from the best maths library experts in the industry: FinancialCad, along with Kalahari's own libraries, kACE is capable of pricing the most complex financial instruments currently traded within the financial and energy markets.
In addition to the default library of mathematics external mathematics libraries and those in Excel spreadsheets can also be pulled into the system for use as the underlying analytics. Mathematical libraries available in kACE which are displayed in pre-built pages include coverage of:
Money Market Instruments
. CD's
. Deposits
Foreign Exchange
. Crosses, Forward FX
. FX Arbitrage
Curve Methodology
. Construction of curves
. Zero Coupon, Discount Factor, Swap, Treasury Spread
Off Balance Sheet Instruments
. Interest Rate Swaps (IRS)
. Forward Rate Agreements (FRAs)
. Overnight Index Swaps( US$, EONIA, SONIA, TOIS, TONAR)
Interest Rate and Foreign Exchange Options Models
. Caps & Floors
. Swaptions
. CMTs & CMSs
