RFI for Web-Based Financial Market Data and Analysis Tool

Ontario is seeking information from vendors regarding a web-based tool for financial market data and analysis. The desired solution should provide both real-time and historical market data and support the calculation of fair value for non-traded fixed income instruments and over-the-counter products. Vendors should ensure the tool can extract financial market news, information on exchange rates—including currencies from developing and emerging markets—interest rates, bond curves, commodity prices, credit ratings, and corporate actions.

Key requirements include the capability to perform sensitivity analysis on the valuation of traded and non-traded securities by adjusting key variables such as payment frequencies, bond curves, or volatility measures. The tool should also support pricing for complex derivatives, including exotic instruments like digital options, rainbow options, and various swap types. It must feature both English and French user interfaces, built-in search functionality, and the ability to export data in a format compatible with Microsoft Excel, without requiring plug-ins or add-ons for the Microsoft Office Suite or Outlook.

Solutions may be offered as third-party hosted, cloud-based (SaaS), on-premise, or a hybrid of these deployment models.