With over 30 years of experience, kACE Treasury FX delivers real-time, precision pricing across 60+ currencies and crosses. Whether you’re managing curve creation or optimizing trades, our scalable platform gives you the tools, data, and control you need—backed by trusted, high-quality derived pricing and built-in safeguards. Designed for financial institutions that demand speed, accuracy, and reliability – Power your FX Strategy with confidence.
FX Forwards & NDF Pricing Source
Aggregating Data Sources &
Quality Assurance
Real-Time Distribution
& Publishing
Robust Architecture
Creating the primary FX forwards and NDF pricing source
The pricing engine allows for effective curve construction, using most liquid maturities and spreads with ability to add turns and events to curve ensuring accurate incremental pricing to your desk and e-commerce solutions.
- Supports “Step” interest rate curves for precise long-term FX forward pricing.
- Incorporates events and turns for more accurate pricing.
- Features include pips analysis, spot overrides, arbitrage tools, and CSA pricing.
- Odd-dated pricing, forward broken amounts, hedging calculators.
- Builds interest rate and NDF curves using futures, LIBOR, OIS, ARRs like SOFR.
- Provides consistency of data throughout the organisation.
- Aggregates standard pillar, IMM and turns data from multiple trusted sources where trader controls data sources.
- Automated data cleansing and outlier handling to ensure data integrity.
- Data sourcing via RTDS, B-PIPE and FIX enhances reliability.
- Power pricing in satellite applications, client screens and other destinations using kACE’s multiple publishing channels (FIX, TREP, Bloomberg).
- Open distribution channels by connecting to trading venues via the kACE FIX RFS API.
- Provide definable tier pricing for different client groups.
- Automatic withdrawal if prices break pre-set rules.
- Send prices with indicative, validated or tradable tags.
- Skew and spread individual targets, as groups or individual tenors.
- Scalable, high-performance system adaptable to institutional needs.
- Dynamic architecture handles market changes and system load via backpressure and conflation handling.
- Ensures system stability with validation and throttling mechanisms.
FX Forwards & NDF Pricing Source
Creating the primary FX forwards and NDF pricing source
The pricing engine allows for effective curve construction, using most liquid maturities and spreads with ability to add turns and events to curve ensuring accurate incremental pricing to your desk and e-commerce solutions.
- Supports “Step” interest rate curves for precise long-term FX forward pricing.
- Incorporates events and turns for more accurate pricing.
- Features include pips analysis, spot overrides, arbitrage tools, and CSA pricing.
- Odd-dated pricing, forward broken amounts, hedging calculators.
- Builds interest rate and NDF curves using futures, LIBOR, OIS, ARRs like SOFR.
- Provides consistency of data throughout the organisation.
Aggregating Data Sources &
Quality Assurance
- Aggregates standard pillar, IMM and turns data from multiple trusted sources where trader controls data sources.
- Automated data cleansing and outlier handling to ensure data integrity.
- Data sourcing via RTDS, B-PIPE and FIX enhances reliability.
Real-Time Distribution
& Publishing
- Power pricing in satellite applications, client screens and other destinations using kACE’s multiple publishing channels (FIX, TREP, Bloomberg).
- Open distribution channels by connecting to trading venues via the kACE FIX RFS API.
- Provide definable tier pricing for different client groups.
- Automatic withdrawal if prices break pre-set rules.
- Send prices with indicative, validated or tradable tags.
- Skew and spread individual targets, as groups or individual tenors.
Robust Architecture
- Scalable, high-performance system adaptable to institutional needs.
- Dynamic architecture handles market changes and system load via backpressure and conflation handling.
- Ensures system stability with validation and throttling mechanisms.
