Welcome to Fair Value Pricing product insights
TABLE OF CONTENTS
Quant Expertise That Delivers Accuracy
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Data-Driven Valuations
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Mitigating Risk. Ensuring Compliance
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Quant Expertise That Delivers Accuracy
Our German-based inhouse financial engineering team blends financial theory, mathematical rigour, and deep market insight. They design and refine valuation models that are both scientifically robust and market-effective, applying:
- Advanced mathematical frameworks
- Custom-built algorithms tailored to asset-specific risks
- Proprietary Financial library built in-house
Data-Driven Valuations
Our fair value pricing is underpinned by extensive, multi-source market data, integrating inputs from:
- Broker markets
- Global exchanges
- Market makers
- Financial institutions
This involves market data such as
- Interest Rates
- Implied Volatilities
- Forwards
- Correlations
This continuously refreshed data feeds into our proprietary valuation engine, ensuring consistency with prevailing market dynamics.
Mitigating Risk. Ensuring Compliance.
Risk Mitigation:
- Accurate pricing aligned with true market value
- Transparency in reporting for stakeholder confidence
- Real-time data supporting proactive risk management
- Objective valuations for resolving pricing disputes
Compliance Support:
- Alignment with international financial regulations
- Full audit trails and supporting documentation
- Seamless integration into internal systems for:
- NAV calculations
- Risk margin reporting
- Best execution validation
- Investor disclosures
Trusted by the Financial Industry
Institutions benefitting from our Fair Value Pricing are
- Asset Managers & Funds: NAV calculation, investor reporting, and performance transparency
- Investment Banks: Capital requirement modelling and risk assessment
- Insurance Firms: Liability matching and compliance (e.g. Solvency II, IFRS 17)
- Auditors & Regulators: Independent, verifiable valuations
- Corporate Treasuries: Hedge accounting and IFRS/US GAAP compliance
- Custodians & Fund Administrators: Timely valuations for NAVs and fiduciary oversight
Product Types and Asset Classes Covered
Bonds:
Valuations across 40+ global markets including government, corporate, municipal, SPVs, investment grade, high-yield, and emerging markets.
Advanced support for bond structures including:
- Callable and putable
- inflation-linked and credit-linked
- hybrid coupons
OTC Derivatives:
Coverage of over 250 derivative types of various asset classes, including:
- Equities: Vanilla, barrier, digital and exotic options
- Interest Rates: swaps, swaptions, and caps/floors
- Credit: CDS and CLNs
- Commodities: forwards, swaps, options
- FX and precious metals: forwards, NDFs, options, and structured derivatives
- Hybrids
How We Ensure Accuracy
High-Quality Market Inputs:
Sourced from a global network of contributors and institutions.
In-House Quantitative Library:
Tailored models addressing complex product dynamics, built by TTMzero’s financial engineers.
Rigorous Quality Assurance:
- Multi-layered validation
- Automated anomaly detection
- Manual reviews and continuous monitoring
Key Facts & Figures
2.5 million+ instruments continuously priced
250+ OTC payoff types
75%+ of OTC types listed in the ANNA catalogue
Coverage of major asset classes: Equities, Rates, FX, Commodities, Credit
Greeks: Delta, Gamma, Vega, Theta, Rho
Risk indicators: VaR, Barrier Hit Risk, Total Loss Probability, etc.
Delivery options: streaming, intraday snapshots, EOD
Proprietary technology built in-house
Real-time market access
Key Benefits
Independent and unbiased Valuations
Industry Standard Calculation Methodology
Full transparency due to detailed pricing documentation
Broad usage rights
High data integrity
Reliable valuations also in volatile markets
Dividend Forecastings
A Deterministic Approach to Dividend Forecasting
TTMzero’s Dividend Forecasting solution employs a model-driven, deterministic methodology that removes human bias and delivers transparent, reproducible projections.
Our framework captures:
- Historical payout trends and recurring payment patterns
- Seasonal and calendar-based variations
- Corporate actions and event-driven adjustments
This systematic design ensures that forecasts remain data-driven, bias-free, and consistent across time and markets.
Targeted Global Coverage
Our forecasts span the major international equity indices, ensuring maximum market relevance and alignment with investor portfolios.
Our comprehensive scope covers the most actively traded securities in Europe and the US, with expansion into Asian markets for global portfolio applications:
- Europe (ex-Germany): EURO STOXX 50, FTSE 100, CAC40, SMI, FTSE MIB, IBEX 35, ATX
- Germany: DAX, MDAX, TecDAX
- United States: S&P 500, Dow Jones Industrial Average, NASDAQ 100
- Asia: Japan and broader Asia coverage (coming soon)
- ETFs & additional securities: available upon request
API-Enabled for Seamless Integration
Access dividend forecasts through our dedicated RESTful API, built for speed, scalability, and security.
API Highlights:
- RESTful JSON endpoints for structured, real-time queries
- Flexible access — supports on-demand or automated workflows
- Low-latency performance for integration into pricing, risk, and trading systems
- Enterprise-grade security and scalability
Benefits at a Glance
Precision & Consistency
Deterministic, reproducible forecasts
Market-Relevant Universe
Covers key European, U.S., and select Asian benchmarks
API-Enabled
Plug-and-play RESTful integration
Bias-Free
No discretionary analyst input
5-Year Horizon
Forecasts for up to 20 future payouts for quarterly payers
Use Cases
TTMzero’s Dividend Forecasting data supports a wide range of financial applications:
- Structured product issuance — for accurate dividend inputs
- Derivative pricing & forward valuation — integrating future cash flow projections
- Risk & P&L analysis — assessing income and exposure sensitivity
- Fundamental research — incorporating quantitative dividend trends
By combining market coverage, accuracy, and automation, TTMzero’s Dividend Forecasting empowers institutions to optimize pricing models, enhance risk control, and reduce manual effort.
Explore TTMzero’s offering
Financial Instruments Automation Platform - FIAP
Automate and streamline instrument issuance and lifecycle management.
Fair Value Pricing - FVP
Independent pricing valuations you can rely on.
Evaluated Real Time Prices - ERTP
Accurate real-time indications across thousands of financial instruments.
Key Figures and Risk Indicators
Instant insight into risk and performance.
Fixed Income Pricing & Analytics
Independent pricing and analytics across global bond markets.