Multi-Asset Management Platform

Multi-Asset Management Platform

Unified Asset Modeling

DolphinDB abstracts bonds, futures, forwards, swaps, and options into standardized computable objects — each contract represented as an INSTRUMENT capturing its contractual attributes, with market inputs (spot prices, yield curves, volatility surfaces) centrally modeled as MKTDATA. Decoupling contract objects from market data exposes a consistent interface for cross-asset valuation, pricing, and risk management — no instrument-specific adapters required.

Unified Valuation & Pricing

A single valuation interface for both single-trade and portfolio-level pricing — performing vectorized valuation across bonds, interest rate swaps, FX forwards, FX options, and more under a common market data snapshot. Outputs consistent NPV at trade level, aggregated to portfolio net present value and P&L with full drill-down capability. Applicable across trade pricing, risk monitoring, and accounting.

Featured Tutorials & Best Practices:

Real-Time Mark-to-Market & Position Management

Live market data and trade feeds drive continuous millisecond-level portfolio revaluation across asset classes and books — keeping single-trade and aggregate P&L current for intraday risk monitoring and high-frequency trading.

Cross-Asset Risk Measurement

Unified valuation and position views feed into a single risk framework spanning bonds, rates, FX, and derivatives. Standard sensitivities — Delta, Gamma, Vega — and regulatory bucketed risk metrics are computed in the same engine, giving risk teams a consolidated view of risk sources, structure, and concentration at the portfolio level.

Independent Risk Monitoring

An independent risk control layer for multi-asset management — continuously monitoring position risk, trading behavior, and market exposure without impacting the execution path. Computes portfolio risk metrics (VaR, stress testing, concentration) in real time, enforces limit breaches across position, trading, leverage, and duration limits, and flags anomalous trading behavior and market exposures with immediate alerts.

A configurable rules engine supports differentiated control strategies by account, book, and business line — covering financial markets, treasury trading, and ALM requirements — with comprehensive risk oversight and zero impact on execution speed.