Atoti Market Data

Atoti Market Data is a dedicated software library module for accelerating and facilitating the retrieval of market data from various sources into Atoti. It is not enough for technology to be innovative and powerful, it also needs to be simple to onboard, deploy and maintain. For software deployment, it means identifying any task or process that is repeated in a similar fashion in different implementations and assess how we can make it easier, faster and cheaper. 

 

Atoti Market Data is integrated as part of the Atoti Market Risk solution, or can be licensed separately as an add-on module, compatible with any Atoti project.

Key features and benefits

Data retrieval:

Ensure a timely and reliable retrieval of market data from source systems into Atoti with different options for data retrieval prepackaged: Single Market Data retrieval, Curve Data retrieval, Surface Data retrieval, Cube Data retrieval and FX Rate Data retrieval.

Best-in-class interpolation methods:

The library features several mathematical techniques to integrate missing or intermediate data points while maintaining the overall data quality of their dataset, including curve interpolation and surface interpolation.

Cost- and time-saving

Save time on developing, maintaining and supporting any project that involves retrieving market data into Atoti. Acquire efficient data retrieval and interpolation methods off-the-shelf rather than have to develop and maintain their own.

Packaged-yet-customizable:

Customize at will: use the library either as-is, as a starting point, or integrate your own interpolation logic easily.