9to5 Batch

9to5 Batch is a highly sophisticated  "Net Present Value Calculator" for   all types of OTC and Exotic instruments.

9to5 Batch automatically calculates fair value of calculable instruments, volatility and "greeks" for options, duration and modified duration for interest related instruments such as bonds, swaps and FRAs. On an automated basis, for each valuation time, yield curves are generated per currency and the implied volatilities of options are computed and used as inputs for calculation of the greeks.

DERAM has installed 9to5batch in over 10 banks and counts  amongst the leading providers in Switzerland for calculation of OTC and Exotic instruments.

9to5 Batch is also used for the standard approach mentioned in the Capital Adequacy Directives set out by the Bank of International Settlements in Basel for Market Risk. 9to5batch has been developed in partnership with BearingPoint.

9to5 Batch is interfaced and operates with Reuters market data and retrieves automatically all necessary and available market data and instrument information without any human intervention.