Market Calculator

Screenshot of Effi Market Calculator that provides pre-trade price confidencePre-trade price confidence is essential to every fixed income transaction—buying, selling and bidding any bond. From Markup/Fair Pricing to Best Execution, the Effi Market Calculator enables users to examine and capture all market conditions prior to executing the trade.

The Effi Market Calculator is powered by our QTradesTM (side of market adjustments), QCurvesTM (yield curve adjustments) and QScoresTM (comparable bonds) data sets and leverages our proprietary calculation engine. The engine empowers users to fine-tune each category of market observations to support specific regulatory requirements.

Calculations and supporting data can be archived, retrieved, and exported for further analysis or regulatory inquiries.
Effi Market Calculator calculation details pop-up screen
The Effi Market Calculator provides both price confidence and execution efficiency, and:

  • incorporates all market data and utilizes the prevailing market price waterfall process,
  • enables each firm to calibrate multiple measurement types, using 20-plus settings, to more precisely meet their firm’s use cases and assumptions,
  • includes the algorithmic measurement for side-of-market and bid-offer spread adjustments by individual security or sector,
  • provides on-demand calculated values for up to five securities, each with up to 8 relevant market observations, and
  • supports compliance and regulatory requirements by archiving calculations and their underlying market data.

Get more information about Effi and our other transaction analytic tools:

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