kACE Treasury (Rates) delivers real-time, precision interest rate pricing—powered by 30+ years of financial expertise. It dynamically builds curves from OIS, IRS, FRAs, and futures, aggregating data from multiple sources with automated quality checks to keep you ahead of market shifts. With scalable architecture, live data distribution, and built-in risk controls, it’s your engine for fast, accurate, and reliable rate pricing.
The platform features scalable architecture, real-time data distribution, advanced pricing tools, and built-in risk and quality control mechanisms – Real-Time Rates. Real-World precision.
Primary Rates Pricing Source
Data Sources & Quality Assurance
Secure Distribution
Advanced Pricing Application
The pricing engine allows for effective curve construction and supports 1m, 3m, 6m, 12m interest rate-based instruments, derived from fixings, volume weighted mid futures and/or FRAs, basis swaps and a variety of live interest rate instruments as appropriate.
- Futures prices calculated from bid/ask prices weighted by size interest and adjusted for futures convexity in real-time.
- Cross currency basis swaps and non-deliverable cross-currency basis swaps relating to the relevant choices of ARR’s or OIS for each currency in the currency pair.
- Provides consistency of data throughout the organisation.
Aggregating Data Sources & Quality Assurance
- Aggregates data from 15+ proprietary sources plus vendors (TREP, B-PIPE, FIX).
- Automated cleansing, outlier filtering, and data weighting.
- Allows live price overrides and time-based data controls.
- Real-time data delivery to trading, sales, e-commerce, and risk systems.
- Global/regional/local spread management available.
- Ability to skew and spread individual targets as groups or individual tenors.
- Curves publishable to middle-office systems.
- Full validation and flexible throttling of outgoing data to ensure downstream systems are not flooded.
- Built on robust, high-performance architecture.
- Rule-based price withdrawal and validation.
- Supports multiple publishing targets with flexible spread and skew controls.
- User-friendly dashboard for monitoring and throttling.
- Tools for pricing, risk assessment, and hedging (OIS, IRS, FRAs, Basis Swaps).
- Supports complex swaps and structures, including amortising and accreting swaps.
- Covers 30+ currencies with features like spread calculators and CSA pricing.
Primary Rates Pricing Source
The pricing engine allows for effective curve construction and supports 1m, 3m, 6m, 12m interest rate-based instruments, derived from fixings, volume weighted mid futures and/or FRAs, basis swaps and a variety of live interest rate instruments as appropriate.
- Futures prices calculated from bid/ask prices weighted by size interest and adjusted for futures convexity in real-time.
- Cross currency basis swaps and non-deliverable cross-currency basis swaps relating to the relevant choices of ARR’s or OIS for each currency in the currency pair.
- Provides consistency of data throughout the organisation.
Data Sources & Quality Assurance
Aggregating Data Sources & Quality Assurance
- Aggregates data from 15+ proprietary sources plus vendors (TREP, B-PIPE, FIX).
- Automated cleansing, outlier filtering, and data weighting.
- Allows live price overrides and time-based data controls.
Secure Distribution
- Real-time data delivery to trading, sales, e-commerce, and risk systems.
- Global/regional/local spread management available.
- Ability to skew and spread individual targets as groups or individual tenors.
- Curves publishable to middle-office systems.
- Full validation and flexible throttling of outgoing data to ensure downstream systems are not flooded.
- Built on robust, high-performance architecture.
- Rule-based price withdrawal and validation.
- Supports multiple publishing targets with flexible spread and skew controls.
- User-friendly dashboard for monitoring and throttling.
Advanced Pricing Application
- Tools for pricing, risk assessment, and hedging (OIS, IRS, FRAs, Basis Swaps).
- Supports complex swaps and structures, including amortising and accreting swaps.
- Covers 30+ currencies with features like spread calculators and CSA pricing.