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Solutions | Derivative Toolkit
Home > Solutions > Derivative Toolkit
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:
Rates
  - Swaps/ Swaptions (Vanilla/Cross currency /CMS/Quanto)
  - Amortizing/ Arrear swaps
  - Basis Swaps
  - Variance Swaps
  - Caps/Floors
Foreign exchange
  - Vanilla and exotic options
  - Structured products (Window barriers, faders, accumulators etc.)
Fixed Income
  - Callable Bonds
  - Convertible Bonds
  - Range accrual swaps(Callable/Non-Callable)
  - Spread range accrual swaps(Callable/Non-Callable)
  - Floaters/inverse floaters
Downloads
Corporate Brochure
Customized Solutions for banks, hedge funds, financial institutions and insurance firms