Testimonial

“Hedgebook is the perfect valuation and reporting tool for any company managing financial derivatives.  We use it internally and regularly recommend it to our clients as a key tool in their risk management processes”

Roger Kerr – Director, Asia Pacific Risk Management Limited

How can Resolution help?

  • Quick and easy derivative pricing
  • Independent portfolio valuation service.
  • 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

Financial Instrument & Derivative Pricing Software

 

Resolution is a company that specialises in derivative pricing solutions.  

We have two primary offerings:

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


Hedgebook handles all the market data, valuation and reporting requirements for corporate treasuries and others with derivative portfolios. For a free trial please click on the button below.

free-trial

 

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