Derivatives professionals require accurate valuations to assess risk and move with confidence. The Bloomberg Professional service provides an integrated solution for every step of the derivatives workflow, across all asset classes. Our models are fed with high quality data giving you the context you need, so you can trade confidently and stay ahead of the markets.
Our suite of market-standard models and risk management analytics give you an advantage for foreign exchange, interest rate, inflation, credit, equity and commodity derivatives as well as convertibles and structured notes.
The Bloomberg Professional service helps you put insight into action quickly and accurately, from structuring and pricing to trade communication and execution, including regulatory compliance—within a single platform.
IDEA GENERATION AND TESTING
Bloomberg provides pre-trade analysis tools to help you manage asset-specific exposures and support decision making. Our applications help you generate and test ideas based on relationships in underlying intraday and historical market data such as dividends, curves, spreads and volatilities.
STRUCTURING AND PRICING
Feed decisions with our deep intraday input data, powered by dealer-quality models such as the Stochastic-Local Volatility Model. Our flexible and customizable tools help you to illustrate fair value and risk profiles for transactions ranging from simple vanilla swaps to the most exotic structured notes.
TRADE COMMUNICATION AND EXECUTION
Data flows seamlessly into our analytics and calculators—and into your spreadsheets and other applications. Load deals and integrate them with our analytics, and feed other systems with deal information saved through Bloomberg. Describe and distribute complex transaction details via our market-standard communication system. Our execution platform addresses all aspects of your trading workflow, spanning every asset class to help you stage, monitor, execute and allocate derivatives trades.
PORTFOLIO AND RISK ANALYSIS
We provide customizable tools for creating, stress testing and risk managing single- and multi-asset derivative portfolios. Upload existing portfolios or create new ones, calculate profit and loss, and recalculate market value and Greeks based on stepped or extreme market shifts. Export and share portfolios with colleagues or clients, solicit input, and build a case for your views.
The Bloomberg Valuation (BVAL) service provides transparent and defensible valuations across the spectrum of financial instruments. We are an independent source drawing on high-quality market data, industry-leading pricing models and a team of experienced financial engineers, allowing us to produce credible, third-party valuations.
Learn more about BVAL.