Computational Solutions

Euclid is experienced in building high computational engines based on Directed Acyclic Graph architecture for its clients. Solutions also include capabilities like real-time risk, real-time scenarios and temporal/bi-temporal. Along the same lines, Euclid has built in-house customizable solution called “qGraph”.  It supports real-time pricing, risk for Interest Rate Swaps and Euro Dollar Futures. It supports integration of data from Bloomberg or other third-party data providers. As per models, it can integrate with any model that is coded in C or JAVA. The engine’s underlying architecture is based on Directed Acyclic Graph ( DAG ).

  • Maximizes performance of the engine by taking advantage of multi-core hardware
  • UI virtual grid framework display supports up to 200K records and is still responsive
  • End to end performance goal is efficient in getting data to compute and results to UI
  • Clean and modular design for easy integration of client models
  • Multi-Asset Support – IRS, ED Futures, FX Options, CCY Swaps, Equities & Equity Options
  • Overal portfolio optimization for aggregation per user/book/counterparty
  • Supports temporal and Bitemporals