D3 pricing engine

With D3 Curves you get a vast number of flexible interpolation methods to choose from. It’s your choice how you want to create your discount and forward curves.

With D3 elements you can connect seamlessly to various market data services like the Swaps Data Feed by DIGITEC and 360T, Refinitiv® and Bloomberg® or liquidity providers like Deutsche Bank Autobahn™ or Barclays BARX™.

With D3 sheets and the extension D3 websheets you can calculate any broken date and crosses. Control the behaviour on special dates like central bank meetings and quarter turns through either manual or automatic alterations.

With D3 curves ECB dates can be added to FX curves. Central bank meeting jumps are modelled easily with either manual or automatic inclusion.

Market data

Customers are able to consume data in separate currency buckets: G10, Emerging Markets and NDFs

360T and DIGITEC have built a pool of data from participating D3 clients and liquidity providers that are streaming FX Swaps into the 360T infrastructure. Streams are anonymised, aggregated and filtered. The result is a data feed based on participating Banks raw pricing, not including any sales skew or client margining, thus representative and of Interbank quality.

With the Historical Data Feed (HDF) you get a historical data access for back-testing, rate reasonability and model building.

Yes, you can get a preview on all our services. Simply contact us for further information and for scheduling a live demo for you.

Trade settlement

All relevant SWIFT messages in the area of confirmation and payments are generated and placed in the respective send-queue within DeaLane.

DeaLane gives the supervisor a complete overview over system status and content of all queues (both error and process queues).

All output documents beside their specific and dedicated format are available as XML file too – whether email confirmations, bookkeeping records or SWIFT payments. Such XML-structures are furnished with all information available so that customers can create their own layouts and documents based on DeaLane’s standard output.