The QuIC Simulation Framework™ is an enterprise-scale calculation and simulation framework which manages the entire portfolio simulation workflow from marshalling data to aggregating and reporting of the resultant calculations. Once all data is collected, the QSF distributes the portfolio calculation across the available nodes in the calculation fabric, simulates all the economic variables and calls the appropriate valuation routine for each transaction.

Simulation, calibration and valuation models can be built in QuIC Script™, defined using QuIC Mechanics™ or written in C/ C++ and accessed via QuIC Bridge™. Scalable from single laptops to distributed computing grids, it performs intensive portfolio calculations utilising the same underlying technology – including pricing, risk sensitivities, Potential Future Exposure (PFE), Credit VaR, and VaR – for portfolios ranging from single trades to multi-million transaction portfolios and ranging from vanilla foreign exchange transactions to complex structured hybrids.