A
core part of our offerings, provides the user with access to the
most accurate and reliable models in the world of derivatives,
at a click of a button. Our extensive derivatives library offer
extreme flexibility to structure, value and hedge any custom trade.
Our development tools allow its users to spend more time understanding
the dynamics of the trade rather than building the underlying models.
| Products covered: |
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Rates |
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Swaps/ Swaptions
(Vanilla/Cross currency /CMS/Quanto) |
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Amortizing/ Arrear
swaps |
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Basis Swaps |
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Variance Swaps |
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Caps/Floors |
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Foreign exchange |
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Vanilla and exotic options |
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Structured products (Window
barriers, faders, accumulators etc.) |
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Fixed
Income |
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Callable Bonds |
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Convertible Bonds |
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Range accrual swaps(Callable/Non-Callable) |
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Spread range accrual swaps(Callable/Non-Callable) |
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Floaters/inverse floaters |
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