Abstract: A method implemented on a computing system for pricing a financial product comprises receiving data about the product. The received data may comprise contextual data indicating market variables involved in product pricing. The contextual data may comprise a valuation currency, an underlying instrument, and data including a set of events and flows associated with the product. The data is used to generate a schedule comprising an event or flow for each of a plurality of dates. The schedule is interpreted to generate a table of variables on the basis of events or flows, and for each date on the schedule, a function for calculating the product price as a function of the variables. A list of market variables that are generated by a market analysis are received. The variables are used to calculate product variable values. A product price is calculated as a function of the calculated product variable values.

Abstract: The invention relates to a financial pricing system. More specifically, the invention relates to a system consisting of interface means for inputting data which identify and describe the aforementioned product, and data-processing means which are used to generate the following elements from said identification and description data: (i) a planned schedule (T1) in which an event and/or flow relating to the product is associated with each date; (ii) a table of variables (T3) for the product from the aforementioned events and/or flows; and (iii), for each date of the planned schedule, a calculation of the product price according to at least one of the aforementioned product variables. The inventive system also comprises interface means for inputting a list of market variables (T4) which are associated with the product and which are generated by a market analysis.