Lacima Trader

Stand-alone trading, structuring and valuation tools for Front Office.  Consistent numerics with Middle office.

  1. Designed by traders for traders
  2. Excel interface: fast familiar and flexible.  Deliver value from day 1
  3. Transparent drill down to detailed outputs & value drivers

The Lacima Trader suite of products for Front Office are designed to work as stand-alone trading, structuring and valuation tools with the ability to drill down into detailed outputs and value drivers. These products interface seamlessly with the same numerics engine used by Lacima Analytics allowing portfolio level analysis and a consistent approach between trading and risk management. There are a range of products available within the Lacima Trader suite.

Products within the Lacima Trader suite include:

Storage

Structure, value and hedge gas storage assets to maximize profit.  Plug directly into a live trading process and identify the trades required to rebalance a storage portfolio to enable optimal monetization.  Detailed drilldown allows full explanation and understanding of the drivers of value. Find out more>

Simulation

Generate simulations of spot and forward variables with an advanced Monte Carlo simulation engine. Perform statistical and valuation analysis directly using the templates provided or use within third-party or in-house valuation and risk analysis solutions. Find out more>

Curve

Convert forward quotes into detailed arbitrage-free forward curves. Curve supports multiple levels of granularity, including: monthly, weekly, daily, hourly and half-hourly. Use within existing templates provided, or apply the function library to build Curve functionality into in-house valuation and risk analysis solutions. Find out more>

Pricer

Calculate values and risk sensitivities for a wide range of commonly traded instruments.  Enjoy the flexibility to value deals directly within existing templates provided, or to build bespoke derivative pricing and risk management spreadsheets for customized analysis. Find out more>