MarkDiff is a hosted solution for the independent pricing of OTC Derivatives including FX Options, FX Forwards, Equity Options and Interest Rate Swaps. 

MarkDiff contains the functionality for post-trade analytics, the valuation of complete derivatives portfolios as well the capability to manage compliance requirements.

MarkDiff can integrate seamlessly over various interfaces with up- and downstream systems.

  • Access to different market data providers, various pricing and curve interpolation methods
  • Secure and compliant audit trail
  • Customized reports
  • Builtin derivatives portfolio analysis
  • Secure and redundant hosting based in Switzerland coupled with 256 bit SSL encryption and secure SMS one time authentification
  • Customizable functionality based on modules

MarkDiff independent valuation