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an FSS - Financial Systems Software company Office

Warnford Court, Throgmorton Street
London
GB

Telephone

+44 20-7935 2733

Contact

Dr Mamdouh Barakat
[email protected]

@UNIVCMS - Universal CMS & Swaptions Add-in (version 10.0.0

This is an optional add-in for users of our Universal Swap Add in who require the pricing and risk management of Constant Maturity Swaps (CMS) and/or European, Bermudan and American style options on Bonds or Swaptions. Analyses multi-callable amortizing swaps and bonds, including passing in a Constant Elasticity of Variance (CEV) and full Swaption Volatility grid directly to BDT/BK pricing model. Also handles CMS Quanto Caps, Collars, Floors and Corridors. The approach used is based on the Black-Derman-Toy (BDT) and/or extended Vasicek (Hull-White).

View other products from MBRM - MB Risk Management

MBRM Inflation Swaps / Index Linked Bonds

MBRM are pleased to announce a new module in their Universal Add-ins range. The module calculates and analyses Inflation Swaps and Index Linked Bonds – A free no-commitment 30 day trial is available for supported users of MBRM’s Universal Swap Add-in.

MBRM Property Derivatives Analyser

New module in our Universal Add-ins range. The module calculates and analyses property derivatives – A free no-commitment 30 day trial available for supported users of MBRM’s UNIVSWAP – Universal Swap Add-in. Users interested in taking up the 30 day trial should e-mail their request to MBRM

Universal MBRM3 Add-in

For modeling, pricing, trading, and risk management in real-time. An Excel Add-in for derivatives and financial engineering, it includes Finite differences, Binomial trees, Trinomial trees, Monte Carlo, Pricing engines such as analytic Black formula (plus greeks) for different payoffs, etc.