Resolution is a company that specialises in derivative pricing solutions.
We have two primary offerings:
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.
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