Flametree is designed around the idea of microservices: modular, loosely coupled, independently deployable components with clear interfaces that follow industry standards. The components communicate via open, documented APIs. This allows our clients to define and use their own pricing models, in addition to those provided in our standard library.

Fixed income attribution is computationally intensive, since attribution needs every security in the portfolio and benchmark to be repriced many times at each date. Flametree does not use conventional databases so is not restricted by hardware bottlenecks. The algorithm is highly optimised, with computation run on GPUs. The result is an attribution engine that is typically orders of magnitude faster than other systems.