NitroX Interest Rate Risk Management
Risk management for OIS and LIbor swaps, risk displayed by index, with also the funding risk.
The hedge can be computed on any instrument, swaps, IMM futures, ECB FRAs.
C++ Excel Addin, flexible, accurate, fast and in line with LCH. Free Demo on www.nitroxconsulting.com/index.php?p=riskmanagement