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North America / Europe Sales Office Head Office

1100-1200 West 73rd Ave
Vancouver
BC
CA

Asia/Pacific Office

Resolution Financial Software Ltd Level 8, 180 Manchester Street P O Box 13-804
Christchurch
NZ

Telephone

604-267-3044

Contact

Robert Bruce
[email protected]

ResolutionPro

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.

ResolutionPro supports:

  • 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

 

View other products from Resolution Financial Software Inc

M2M - Mark-to-Market

Derivative valuation service M2M is an independent web-based derivative valuation service.  Clients simply provide Resolution with their financial instruments portfolio (e.g. a bank confirmation or audit document) which we will input the portfolio into our pricing system. Clients are then able to log in from their web browser (via a secure internet connection) and request a …

Resolution Developer

ResolutionDeveloper is a powerful derivative pricing library for valuation and risk management. ResolutionDeveloper provides programmatic access to the same powerful math libraries utilized by ResolutionPro. ResolutionDeveloper is a collection of pricing tools that developers can use as part of the software they create. With access to ResolutionDeveloper finance library software engineers can quickly add the ability to …