ResolutionPro is a pricing library for the valuation, risk management and hedge accounting of derivatives & other financial instruments. Available as an Excel add-in or as a SDK for software developers for embedding models into existing systems.
- Interest rate derivatives including; swaps, swaptions, caps/floors
- FX derivatives including; currency options, fx swaps, and exotic options
- Equity derivatives including; stock options, index options, warrants and exotics
- Commodity derivatives including; commodity options, commodity swaps and exotics.
- Fixed income; corporate bonds, government bonds, floating rate notes, and money market securities.
Trading desks need systems that can handle a number of functions: analyzing price and risk on changing deals; managing a portfolio; calculating profit and loss; and keeping a handle on the market, both in real time and historically.
ResolutionPro can help you to:
- Determine hedge effectiveness as required by IAS 39
- Compare the cost and effectiveness of various hedging strategies
- Understand the dynamics of a derivatives portfolio
- Perform “what-if” and other risk related analyses
- Model alternative investment strategies
- Mark-to-market all instrument types