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Cloud Pricing & Analytics Platform

Price, analyse,
and measure risk.
From anywhere.

NextPricer is a cloud-based pricing and analytics platform for derivatives, fixed income, FX, curves, volatility and portfolio risk. No installation, no spreadsheets, no heavy licensing setup — open your browser, upload your data, and start analysing.

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Equity Options
FX Options
Fixed Income
Volatility Surfaces
Portfolio VaR
Monte Carlo
Capabilities
Pricing, curves, volatility, and portfolio analytics in one place.

Built for fast browser-based analysis: single instruments, CSV portfolio workflows, Greeks, curves, simulations and risk outputs.

Equity Derivatives
Options Suite
European, American, Asian, Barrier, Binary, and Lookback options — with Greeks output and payoff visualisation.
Black-Scholes Binomial Tree Monte Carlo Greeks
FX
FX Options
Single-contract and portfolio FX option pricing with domestic and foreign rates, notional values and full sensitivity outputs.
Garman-Kohlhagen CSV Portfolio Greeks
Strategies
Option Strategies
Multi-leg structures — spreads, straddles, strangles, butterflies and condors — with combined payoff graphs.
Multi-leg Payoff Graph Net Greeks
Fixed Income
Bonds & Rates
Bond pricing with YTM, duration, convexity and schedule generation. Interest rate swaps, swaptions and zero/forward curves.
YTM · Duration IRS · NPV Swaption Fwd Curves
Volatility
Vol Surface
Implied volatility solving, smile, skew and term-structure visualisation across strikes and maturities.
Implied Vol Smile / Skew Term Structure
Risk Analytics
VaR & Portfolio Risk
Portfolio-level Value at Risk for equities and fixed income using Monte Carlo workflows, CSV uploads and risk breakdowns.
VaR Hull-White 1F Portfolio CSV Risk Breakdown
16+
Pricers & analytics
Financial Markets · Pricing · Risk · Regulatory Analytics

One platform for the
quantitative infrastructure
of financial markets.

NextPricer unifies derivatives valuation, market risk and regulatory counterparty risk within a single cloud platform. From pricing and volatility analytics to portfolio VaR, stress testing and SA-CCR, NextPricer connects the analytical chain from individual trades to portfolio-level exposure.

Explore NextPricer → View Capabilities
Derivatives Pricing
Fixed Income
Volatility
Value at Risk
Stress Testing
SA-CCR
Capabilities
Institutional analytics. Unified.

A common analytical environment spanning valuation, market risk and regulatory counterparty exposure.

Derivatives Valuation
Options & Structured Payoffs
Pricing and sensitivity analytics across vanilla and exotic derivatives using analytical, tree-based and simulation methodologies.
European American Asian Barrier Binary Lookback Greeks
Foreign Exchange
FX Derivatives
Foreign-exchange derivative analytics with currency-specific market inputs, portfolio workflows and full sensitivity decomposition.
FX Options Garman-Kohlhagen Portfolio Greeks
Rates & Fixed Income
Rates Analytics
Fixed-income and interest-rate analytics spanning bond valuation, term structures, swaps and optionality across the rates market.
Bonds IRS Swaptions Duration Convexity Zero / Forward Curves
Volatility
Volatility Analytics
Implied-volatility extraction and analysis of volatility structures across strikes and maturities.
Implied Volatility Smile Skew Term Structure
Market Risk
VaR & Stress Testing
Portfolio-level market risk analytics combining Value at Risk, simulation and scenario-based stress testing with granular portfolio decomposition.
Value at Risk Stress Testing Monte Carlo Portfolio Risk
Counterparty Credit Risk
SA-CCR
Regulatory counterparty credit risk analytics under the Standardised Approach for Counterparty Credit Risk, with transparent trade-level decomposition across interest-rate and foreign-exchange derivatives.
SA-CCR Interest Rates FX Regulatory Add-On Trade-Level Detail
Value
Derivatives & Fixed Income
Measure
Market Risk
Stress
Portfolio Exposure
Assess
Counterparty Risk
The Analytical Chain
The analysis should not stop at the price.

NextPricer connects valuation, sensitivities, market risk, stress exposure and regulatory counterparty risk around the same underlying financial positions.

01
Value
Analyse financial instruments across derivatives, foreign exchange, rates and fixed income using dedicated quantitative pricing engines.
02
Measure Risk
Move from individual positions to portfolio-level exposure through sensitivities, Value at Risk, simulation and scenario-based stress testing.
03
Assess Counterparty Exposure
Extend the analytical chain into regulatory counterparty credit risk through transparent SA-CCR analytics and trade-level decomposition.

From valuation to risk and regulatory exposure.

One analytical environment for financial markets — from individual trades to portfolio-level risk and counterparty exposure.

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