Structured Products WebServices
The following web services APIs can be used to operate and automate the Fairmat Cloud platform from third party solutions.
The APIs provide access to the Fairmat Cloud database and analytics. In particular:
- The Termsheets API allows access to our database of retail products terms. (Terms which can be explored interactively starting from this section https://cloud.fairmat.com/products).
- The Riskdata API provides access to daily update risk/reward information on any retail live deal mapped in our system. Every day we calculate the risk measures using our simulation models including Theoretical price, Volatility, Semi deviation, Expected Return, VaR and CVaR, Probability of Losing Capital Protection, Probability of Early Redemption, Potential return at maturity, Exp. Annual Return if early redemption.
- The metrics above can be used to implement quantitative based products selection on the secondary market or can be also used to provide data for the forthcoming KID for PRIIPS generation.
- The Portfolio API provides access to on-demand portfolio analytics: it possible to assess the risk-reward profile of given structured products allocation just providing the portfolio composition.
For more information contact us.