Bloomberg Professional
Derivatives
Overview
Bloomberg offers superior portfolio of high quality data and dealer quality models for analyzing and pricing the full range of derivatives and structured notes across foreign exchange, interest rate, inflation, credit, equity and commodity markets.
This solution is fully integrated with the robust communication and additional analysis tools of the Bloomberg Professional® service so you can accurately quantify your market exposures, manage your workflow and communicate with your colleagues and customers, all from one supremely capable desktop.
Data Analysis and Idea Generation
Bloomberg delivers applications that help you generate and test ideas based on the constant changes and relationships in the underlying intraday and historical market data, such as dividends, curves, spreads, and volatilities.
Structuring and Pricing
You can see the fair value and risk profile of transactions ranging from simple vanilla swaps and options to the most exotic structured notes, with transparent structuring and pricing tools fed by intraday input data and powered by cutting-edge models such as the Stochastic-Local Volatility Model for pricing exotic FX options.
Trade Communication and Execution
Use Bloomberg’s seamless communication system to describe and distribute complex transaction details to your colleagues and customers. And use our first-rate execution systems to stage, monitor, execute and allocate a broad range of transaction types from equity option strategies to interest rate swaps.
Portfolio and Risk Analysis
Manage exposures and bolster your decision-making process with sophisticated portfolio analysis and scenario tools. You can use these tools to understand how your exposures evolve in changing price and volatility conditions.
Then feed the analytics through to our cross-asset portfolio and order management systems, and rely on our best-in-class customer service team to support your efforts 24/7.
Bloomberg Excel add-in
You manage much of your pricing and analysis in Excel. But your outputs can only be as fast and reliable as the data that’s nourishing your spreadsheets. That’s why you need the same high quality, timely data you rely on from the Bloomberg Professional service feeding your spreadsheets.
Bloomberg Valuation Service – BVAL
At Bloomberg we’re constantly working to deliver more value. In response to the increasing sophistication of financial instruments and asset allocation strategies in an ever-changing regulatory landscape, we have expanded our end-of-day valuation service, BVAL, to include OTC derivatives and structured notes across all asset classes and levels of complexity.
BVAL can offer an unbiased view of your positions so that you can better understand their fair value. By delivering the valuations through the Bloomberg Professional service, it provides a comprehensive view of the inputs and outputs of the evaluated instruments so that you can perform additional analysis to understand your risk exposure. World-class derivatives data and analytics, supported by our team of financial engineers mean that you get the quality and support you need to make the most defensible investment, accounting, and risk management decisions possible.
The Bloomberg Edge
Put the serious power of the Bloomberg Professional service - the depth and breadth of our data, the unparalleled quality of our models, and the innovative approaches to idea generation and risk management- to work for you.
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