Markets

Kalahari provides a market leading real-time pricing and calculation engine utilising advance mathematics to deliver accurate pricing across a range of markets in over 60 currencies.

Kalahari

The Kalahari pricing engine provides broad market coverage in more than 60 currencies including G10, Emerging Markets and Latin America.

Our technology encompasses sophisticated event driven curves utilising a variety of calendars to ensure both standard and non-standard trades are accurately priced on a consistent basis.  All prices are displayed in real-time and can be distributed through a multitude of different channels to deliver consistent pricing across the organisation including voice trading, ecommerce, publishing and compliance.

Foreign Exchange

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FX pricing is more sophisticated than simply aggregating real-time market data. The inclusion of a wider range of market influences such as subtle interest rate changes and Central Bank intervention data significantly enhances the accuracy of our pricing at a granular level.

Features include:

  • Full set of FX pricing tools using basis adjusted Libor, Fixing and OIS curves
  • Allow events to be added to FX curves (end of month, ECB dates, FOMC dates)
  • Real time CSA collateralised pricing for cross currency and basis swaps
  • Subset of pricing tools available for Sales desk
  • Bespoke Trader calculators such as Fwd Broken Amounts, Broken Dates and Spot override
  • Funding & Arbitrage calculators
  • Extensive currency pair coverage (including Crosses)
  • NDF's
  • Implied fwds from rate curves
  • Outrights
  • Cross-currency basis
Aggregation & Publishing

Interest Rate

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Highly flexible interest rate curves allow variable discounting to accurately price the specific characteristics of any given trade.

Features include:

  • Interest rate curves (discounted via OIS where applicable)
  • Stepped curve for OIS pricing
  • 1m, 3m, 6m, 1yr Libor curves
  • Real time CSA collateralised pricing for interest rate, cross currency and basis swaps
  • Additional events can be applied to curves
  • Interest rate swaps (calendar, IMM, Forward Forward and broken dates)
  • FRA's (calendar, IMM and broken dates)
  • Overnight Index Swaps (calendar, forward forward and broken dates)
  • Non deliverable cross currency swaps
  • Butterflies
  • Spreads
  • Tear ups
  • Amortising, Accreting and Roller Coaster swaps


Aggregation & Publishing

Indices

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Robust and scalable real-time index solutions, across multiple asset classes.

  • Equity Indices
  • Fixed income indices
  • Bespoke/hybrid and Structured Product
  • Real time event driven (not sampled)
  • High performant and scalable across multiple CPU's and servers
  • Supports High Availability deployment
  • Ability to add and delete indices in real time
  • Continuous operation supports overlapping index day cycles
  • Restatement and back casting tools
Aggregation & Publishing

Fixed Income

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Wide range of cross market tools for Swap and Bond Traders.


  • Real time bond curves
  • Bond pricing
  • Cheapest to deliver
  • Yield spreads
  • Basis
  • Asset swaps
  • Real time DV01/PV01
  • Corporate bond pricing
Aggregation & Publishing

What our clients say about us

"The implementation of the Kalahari system has enabled us to distribute sophisticated analytic methodologies throughout the enterprise and to our online trading portal thus eliminating previous pricing anomalies and ensuring consistency of pricing "
A Major European Bank
"A key consideration in choosing Kalahari is the robustness and flexibility of the product. We felt confident that coupling a proven calculation engine with the experience of the Kalahari team offered us a winning combination of control, flexibility, innovation. With Kalahari, we can provide real-time streaming data that enables investors to respond faster to changes in markets worldwide"
FTSE