Xenomorph’s TimeScape offers an analytics and data management system that integrates with major valuation libraries such as Numerix and Fincad, with open source libraries like QuantLib, and with a client’s internally developed models.
TimeScape covers all instrument classes depending
upon the libraries chosen. It allows the valuations to be conducted on data
that is cleansed and validated in the system and provide a structured,
centralised and transparent
alternative to either replace or augment spreadsheet hosted valuations. The
data model can be adapted in near real-time to support any asset class without
any further involvement from Xenomorph needed.
Given the valuations are done in a data management
system context, Xenomorph has a number of connectors that talk to Bloomberg,
Thomson Reuters, Interactive Data, Six Financial and S&P Capital IQ, plus a
range of connectors for niche data sources. The client has complete choice in
the data sources used as inputs to the valuation models and can switch and even
blend multiple sources of data.
TimeScape comes with a range of validation tools
and can be used to validate input data but also to validate derived data
outputs, for taking a model and performing a valuation over a period of market
Xenomorph offers a range of customer service
options from local business hours support to full 24×7. It can also offer
professional services to assist clients with their valuation projects.
The firm has several plans to enhance its offering,
including enhancing our capability to manage and centralise spreadsheet-like
calculations involving external pricing models. It also intends to add to
improve workflow and data validation systems and explore cloud-based services.