Interest Rate Derivatives

Resolution has derivative models for:

  • Interest Rate Swaps
  • European Swaptions
  • Bermudan Swaptions
  • Callable Bonds

See more about interest rate derivatives.

Fixed Income

Resolution has routines for

  • Corporate bonds
  • Government bonds
  • Money markets
  • Floating Rate notes
  • Callable bonds

Learn more about Resolution's fixed income support. 

Commodity Derivatives

Resolution has models that can be used for many types of commodities; including;

  • Commodity options
  • Commodity swaps
  • Exotics such as Asian & Spread options

Learn more about Resolution's commodity derivative support.

Derivative Portfolio Valuations

Resolution provides an online derivative portfolio valuation service called M2M (Mark-to-market).

Learn more about M2M. 

M2M screenshot

Derivative Solutions in Excel

derivative solutions

 

Resolution's ResolutionPro tool is an Excel add-in with calculators and functions for most types of financial derivatives. 

 

Learn more about ResolutionPro

Derivative Pricing for Embedded Systems

Resolution's derivative pricing routines can be embedded into new or existing systems using our Resolution Developer product. Resolution Developer is available to 3rd party developers through The Resolution Partner Program.

Resolution also provides custom development services. 

FX Derivatives

Resolution has derivative models for

  • FX Options
  • Exotic Options
  • FX Swaps

Learn more about FX derivatives.

Equity Derivatives

Resolution supports many types of Equity derivatives including:

  • Stock options
  • Index options
  • Warrants
  • Employee stock options
  • Exotic options

Learn more about Resolution's equity derivative support.

Testimonial

"Using their tools has had a favourable impact on our productivity, and it supports the independent advice we give to clients. Being in Excel it is easy to use and it has very comprehensive online help. And I've always found Resolution very responsive."

- Peter Cavanaugh Associate Director, Bancorp Treasury Services Limited