For Global Asset Managers VPD provides - VPD Risk & Performance â a series of best of breed products for Attribution, GIPS, Client Reporting, Front Office and trading tools, Compliance and an infrastructure for data management of large data volumes covering prices, index constituents, corporate actions and static data.
In this new version the improvements are mainly found in VPD Front Office. These include:
- VPD CalcLib
A new calculation library and complete calculation type structure is now developed. The new VPD CalcLib is replacing our old library. VPD CalcLib can be used in co-existence with third party libraries, or as the sole calculation engine. It is built in .Net and is highly flexible. The preconfigured calculation types include international bonds, futures, swaps and other derivatives. The structure is open for new and changing market standards.
- Pre-trade Compliance
The compliance rules set up in VPD Compliance are now available as integrated pre-trade compliance rules in VPD Front Office. The rules are applied on current holdings, trades and simulations.