The most advanced investment derivatives technology in your software, under your own brand.

Instrument Box is a software component that you can easily plug into your system to get an immediate global product coverage and advanced tools.


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Gain a global product coverage, cross asset

Differentiate your offering by providing clients with full coverage of derivatives and structured products! And expand internationally without concern about payoff differences between regions and markets.

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Reduce the time to market for software development

Immediately access tools such as independent valuations, advanced what if scenarios, lifecycle event monitoring, document generation and reporting.

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Focus on your area of expertise 

Focus on added value tasks and user experience and benefit from LexiFi’s expertise in derivatives and structured investments market technology on the back-end.

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Minimize software development risks

Combine your internal system strengths with LexiFi's modeling and computing capabilities to enhance existing applications.

Key features.

Support the most common shapes of derivatives and structured products out of the box

Support the most common shapes of derivatives and structured products out of the box

Create all kinds of value added features by using IB's carefully crafted API (e.g. pricing, quantitative tools, lifecycle, reporting)

Create all kinds of value added features by using IB's carefully crafted API (e.g. pricing, quantitative tools, lifecycle, reporting)

Generic entry-screen APIs to generate user interfaces for letting users enter or modify contract parameters

Generic entry-screen APIs to generate user interfaces for letting users enter or modify contract parameters

Generic document generation APIs to produce HTML, PDF or Word documents such as term sheets, product reports

Generic document generation APIs to produce HTML, PDF or Word documents such as term sheets, product reports

Development tools to potentially extend Instrument Box

Development tools to potentially extend Instrument Box

Access to the source code, to high-level consulting resources and to an extensive technology transfer program

Access to the source code, to high-level consulting resources and to an extensive technology transfer program

How it works.

PDF - XML - GUI - Scripting

Valuation VaR, Risk Greeks, Backtesting

Reports, Term sheets, Cash flow projections

Automated lifecycle, Fixings exercices, Barriers, Cashflows, Corporate actions, Credit events

PRODUCT MATURITY
how-it-works PDF XML GUI Scripting

Valuation VaR, Risk Greeks, Backtesting

Reports, Term sheets, Cash flow projections

Automated lifecycle, Fixings exercices, Barriers, Cashflows, Corporate actions, Credit events

PRODUCT MATURITY

Integration examples.

  • natixis
  • ostrum
  • luma
  • simcorp
  • bloomberg
  • fact
  • lexifi

Integration.

Minimal API

  • Small number of entry points, independent of list of supported instruments
  • Essentially stateless: replicable behavior and easy debugging
  • Textual interface available: quick and effortless learning and discovery, easy non-regression tests

Generic API

  • Once for all definitions of all possible life-cycle events
  • Same API supports all underlyings and markets

Orthogonal API separation of concerns "by design"

  • Definition of an instrument allows immediate full analysis and life cycle manipulations
  • Quantitative functionality implemented only once per model
  • Provide appropriate abstractions for the implementation of quantitative studies

Choose best-suited technical integration

  • All standard architectures and OSes supported
  • Static or dynamic library (different programming language bindings available, more on request)
  • Server technology

Available knowledge transfer program available

  • LexiFi offers training to partners who wish to acquire the tools and skills to become entirely autonomous

Helper functions

  • Import, export, print and parse in different formats
  • GUI generation and/or description

Client Testimonials.

Virginie Callegari

LexiFi's software has enabled us to keep our commitment to provide high-level expertise to our clients. The facilitation brought by LexiFi's solution to manage the lifecycle of structured products, even for our most complex cases, exemplifies what has been achieved thanks to the completeness of its features. LexiFi's team has demonstrated to be remarkably supportive, perceived our needs and reflected them in their continuous strive to perfect their software. Our customers have appreciated the upgrading of our services and we are eager to extend our use of LexiFi's software to pursue this path.

Virginie Callegari

Former Head of Structured Products - Director

Deutsche Bank (Suisse) SA

Panagiotis Pavlidis

LexiFi delivers tools and services that enable us to enhance the experience and the transparency of structured products. The software has increased both our productivity and the quality of our work.

Panagiotis Pavlidis

Structurer

Garantum

Erwan Collec

LexiFi Apropos allowed us to reduce manual tasks on risk report production by 80%, the more we use the solution, the better we become at identifying automation opportunities.

Erwan Collec

Structurer

Garantum

John Timossi

LexiFi has brought significant improvements to the processes and organisation of our structured products activity, bringing together in one single system all the requirements that our team could think of: a central database of products, cutting-edge quantitative tools, a system to produce precise and up-to-date client facing documents and internal reports, the automatic detection of product life cycle events including cash flow computation for our back office and a complete after trade system. LexiFi is now a central tool allowing our department to cope with a changing and challenging environment.

John Timossi

Former Senior Investment Advisor, Structured Products

HSBC Private Bank

Marc Philippe

LexiFi perfectly matches our need to price all kind of types of structured products. The system has the virtue of a total flexibility and allows to define complex contracts in a quite easy, intuitive way. LexiFi's staff did a great job throughout the whole implementation phase and met all our enhancement requests quickly by several completely new developments thanks to their knowhow.

Marc Philippe

Former Head of Middle Office, Control and Monitoring

Banque et Caisse d'Epargne de l'Etat Luxembourg

Vincent Delfosse

LexiFi gathers the technology and expertise to overcome the challenge of automating the specific requirements of a structured product activity. It is a real pleasure to work with a proficient and helpful provider, the value-added is indisputable. We look forward to extending the usage of this powerful tool.

Vincent Delfosse

Managing Director - Tribe Lead - Investments & Advisory - ExCo Member

Deutsche Bank (Belgium)

Andrew Haldane

LexiFi is selling a commercial programming language, MLFi, which breaks down financial transactions into their primitive constituents. These elements can be combined using a standardised syntax to describe instruments at any level of complexity. In essence, this approach is an attempt to create a DNA string for derivatives.

Andrew Haldane

Chief Economist

Bank of England

Abdoul Aziz Diallo

LexiFi's software allows us to prototype, define, value and manage tailored products through easy access to functions and data. The system makes communication more efficient both within NIM and with our clients. Also, LexiFi’s solution has been crucial for meeting both industry and regulatory requirements.

Abdoul Aziz Diallo

Head of Structuring and Services

Dynamic Solutions at Natixis Investment Managers International

Jose Ribas

Bloomberg is committed to providing a fully integrated workflow for derivatives, structured products and strategies. LexiFi's contribution has been valuable to the success of this effort and our engineering teams have worked together productively, establishing a solid ground for long-term collaboration.

Jose Ribas

Global Head of Derivatives, Risk and Treasury

Bloomberg

Eric Debray

As a specialist boutique dedicated to buy-side institutional clients, we thrive at providing independent advice and successful solutions using derivative investments focusing on our customers’ needs first. We believe in a holistic approach to best support our clients and find LexiFi provides us with strong support in the background.

Eric Debray

Co-Founder

TFS Structured Products

Jørgen Vuust Jensen

The relationship with LexiFi demonstrates SimCorp Dimension's aptitude for exploiting new technology, such as LexiFi's ingenious system for describing and managing complex financial products, and the robustness of LexiFi's novel approach. We look forward to furthering our partnership with LexiFi to address the delicate challenges posed by financial product innovation.

Jørgen Vuust Jensen

Previously Domain Manager, Financial Instruments

SimCorp

Pierre Stoll

LexiFi more than delivered on its promise: LexiFi Apropos is a very well-designed system that continues to positively surprise us as we encounter new business challenges. LexiFi's staff is competent and has a sincere desire to make the relationship succeed.

Pierre Stoll

Head of fixed income and structured products

Banque de Luxembourg

Eric Mangin

LexiFi Apropos brings together all data and services needed to support Lombard Odier's structured products business: the system has coped well with the growth and diversification of our activities, a testimony to its sound design. LexiFi Apropos has become a key asset for the Bank in light of the quality and process improvements that it enabled in the structured products department. LexiFi's service team contributed their experience and project management skills, keeping an impressive tempo through all phases, with no compromise on quality.

Eric Mangin

Trader

Lombard Odier

Pierre-Yves Druenne

LexiFi delivers tools that enable to manage structured products from the issue date until maturity, including secondary market pricing! The amazing variety of functionalities allows to follow up with products throughout their entire lifecycle.

Pierre-Yves Druenne

Head of Product Management

Deutsche Bank (Belgium)