Choose a language:

Valuation of financial instruments

Intuitive web-based application for all businesses

Watch the video to learn about the application

Derivatives Automated Valuation Engine is a web-based tool for fast and intuitive valuation of the following types of financial instruments:

  • Bonds
  • FX forwards
  • FX swaps
  • FX options
  • Interest Rate Swap
  • Interest rate swaps (incl. cross-currency swaps)
  • Forward rate agreements

Why is Derivatives Automated Valuation Engine helpful for your business?

  • Interactive interface of the tool facilitates the process of financial instruments valuation and allows browsing and testing the results.
  • Standardized pricing models implemented in the application with best market practices in mind guarantee accurate results, reducing a risk of human error.
  • Optimized engine of the tool ensures that the valuation of large portfolios of financial instruments is done within minutes.
  • Comprehensive supporting materials available within the application help the user onboard swiftly and efficiently.


assignmentValuation of bonds

Calculation of the Fair Value of bonds and  valuation of the instruments by Amortized Cost method.

attach_moneyValuation of FX derivatives

Valuation of the most most commonly used currency derivatives:

  • FX forwards
  • FX swaps
  • FX options
trending_upValuation of interest rate derivatives

Valuation of the most pooular IR derivatives:

  • Swaps (IRS)
  • Cross-currency IRS 
  • Forward rate agreements
trending_downValuation under various interest rate scenarios

Definition of interest rates scenarios and valuation of instruments under them.

addCredit Valuation Adjustment calculation

Calculation of the  adjustments reflecting the counterparties’ (CVA) and own (DVA) creditworthiness.

searchResults analysis

Analysis of the valuations’ results and their sensitivity to market variables and instrument’s reparametrizations.

import_exportResults export

Export of the results for further analysis or reporting purposes.

account_balance_walletPortfolios access management

Access to the created portfolios, possibility to share, copy and delete the portfolios any time. 

Przemysław Paprotny

Own insight into valuation of the held derivatives does not only increase the quality and comfort of portfolio management by providing a comprehensive portfolio outlook and allowing to check the conformity of externally provided valuations, but as well facilitates the derivatives-related discussion with an auditor.

Przemysław Paprotny, Partner at PwC Polska

Valuation process in 3 simple steps

Thanks to Derivatives Automated Valuation Engine the process of financial instruments valuation is easier than ever


Import the instruments and market data

  • Use the standardized input files to fill the data in.
  • Consult the available in-app support materials if needed.

Valuate the instruments and explore the results

  • Value the instruments with one click.
  • Calculate CVA and DVA if required.
  • Study valuations under different parametrizations.

Download the report with the valuation results

  • Export the detailed results for a particular  instrument or for the entire portfolio.
  • Use the detailed yet user-friendly reports for further analysis or reporting.


5 - 10K EURAnnual fee
  • Valuation of up to 5K financial instruments annually for an individually agreed numer of users
10 - 20K EURAnnual fee
  • Valuation of up to 25K financial instruments annually for an individually agreed numer of users
20 - 50K EURAnnual fee
  • Valuation of up to 100K financial instruments annually for an individually agreed numer of users

Contact us

Do you want to talk about how our tool can help you in a quick and intuitive valuation of financial instruments?

Leave your details below to contact our experts.

Fields marked with * are mandatory.
By submitting your email address, you confirm that you have read the Privacy Policy and consent to the processing of data in accordance with the Privacy Policy (including international transfers). If you change your mind about receiving information from us, you can send us an e-mail

You may also like