Sophisticated valuation tools for flexible pricing and advanced risk management. You can count on it!
LPACalc offers the flexibility to structure financial instruments of several asset classes and conduct market valuation with appropriate models.
With LPACalc you gain a new perspective on the modelling and management of market risk.
Developed by experts
10 years of experience and extensive know how in the development and practical application of valuation models for financial instruments.
Risk management at the highest level
Model potential market value and cash flow developments under self-determined scenarios. Include individual counterparty risk adjustments into the valuation of tructured
financial instruments. In short: control the whole range of market price risk.
Independent and flexible
Independent valuation and flexible structuring of financial instruments and individually coded payoff functions. In combination with choose, switch and cancel rights it is possible to structure and price almost every given product idea.
Market-standard valuation models
Ranging from basic Black Scholes models and replication approaches to Libor-Market models with stochastic volatility, LPACalc offers a broad spectrum of valuation methods for interest rate, FX, inflation and commodity instruments.
Rapid innovation cycles
Continous development and extension of valuation models reflect market developments and new instruments.