We are currently growing our activities in the financial sector. Our previous experience in this field as well as our extensive knowledge of mathematical modelling techniques and cutting-edge programming technologies make us ideally suited to provide services to clients looking to develop bespoke software solutions such as: 

  • High performance libraries for complex pricing and risk algorithms.
  • Libraries for low level but critical functionality such as date manipulation.
  • Financial web applications including mobile app development.
  • Rapid prototyping and proof of concept development work.
  • End-to-end development of stand alone or networked enterprise level applications.

With this in mind we have recently developed a demo web application providing swap valuation services, which is shown below.

Screenshot of swap valuation tool

This project has been built using a modular programming approach, implementing libraries for low level features including date manipulation, yield curve construction and market data access that may be re-used in future projects. In addition the project has provided valuable experience with a number web technologies including: 

  • Microsoft Azure cloud services
  • SQL server
  • Server-side C# ASP .NET 4.5.2
  • Web sockets (SignalR library)
  • React.js JavaScript library for UI
  • d3.js JavaScript library for charts

Click here to try it yourself.

Oxford Numerics Ltd is a Limited Company registered in England, registration number 08279197. Our registered office address is 407 Davina House, 137-149 Goswell Road, London, EC1V 7ET, United Kingdom.