Your Models.
Our Engine.
Generic pricing models don't capture the unique nuances of complex physical assets or exotic derivatives. Gravitas ETRM provides a "Glass Box" architecture, allowing you to tailor valuation logic to your specific business requirements.
Open Architecture for Quants
BYOM (Bring Your Own Model)
Integrate proprietary Python, C#, or MATLAB scripts directly into the valuation workflow. Calculate complex Asian, swing, or storage optionality using your own secret sauce.
User-Defined Instruments
Define custom payoff structures and lifecycle events for structured products. If you can trade it, Gravitas can model it.
Tailored Curve Logic
Customize curve stripping and interpolation methods. Choose between Linear, Monotone Convex, or Smith-Wilson logic to match your firm's specific methodology.
Physical Asset Modeling
Input granular constraints for physical assets—storage injection rates, generation heat rates, or pipeline tariffs—to ensure the MtM reflects real-world physics.
The "Glass Box" Approach
Auditors hate black boxes. Gravitas allows you to inspect every intermediate calculation step, providing full transparency from raw market data to final fair value.
Unlock Your Proprietary Advantage
Don't be limited by standard software. Build the valuation models that give your firm the edge.
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