Testimonial

"Resolution integrates seamlessly with Excel and has been one of the biggest quantitative advances in Asia-Pacific Risk Management's interest rate and foreign exchange modeling.

It is an extremely flexible product backed up by a professional team and I endorse it to any user of financial derivatives."

- Duncan Shaw Risk Manager & Strategist, Asia-Pacific Risk Management Limited

How can Resolution help?

  • Quick and easy derivative pricing
  • Perform independent valuation for trade and risk management
  • Hedge accounting for IAS 39 / FAS 133
  • Incorporate derivative models into your existing systems
  • Speed up & assist with model validation of other systems
  • Run complex scenario analysis easily with Resolution's built-in Sensitivity Tool
  • Apply industry-standard pricing methodologies to an extensive range of instruments
  • Verify market prices
  • Independent portfolio valuation service.

Financial Instrument & Derivative Pricing Software

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Resolution is a company that specialises in derivative pricing solutions

  • ResolutionPro is a financial analytics library for Excel or programming development environments that can be used to calculate MTM and risk. Available for as low as $399. Free trial available.

    Calculate valuations and risk characteristics for all commonly traded financial instruments including;
    • Interest Rate Swap Pricing - Zero curve construction & swap valuation

    • Options - Currency options, Equity options, Commodity options
       
    • Bond Pricing - Government & corporate bonds, and FRNs
       
    • IRO Pricing - Interest rate options, Swaptions, Caps, Floors
       
    • Exotic Options - Exotic options pricing
       
    • Hedge Analysis - Tools for IAS 39 / FAS 133 compliance; and
       
    • Utilities - Accrual and Data calculation, Probability & Statistics, and Rates & Discount Factors

  • M2M - is a independent web-based derivative portfolio valuation service providing valuations, transaction diaries, cashflow report, compliance reports, and hedge effectiveness calculations.

    With M2M Resolution handles all the market data, valuation and reporting requirements for corporate treasuries and others with derivative portfolios.