Resolution - the authority on derivative pricing Resolution - specialising in providing pricing and risk analytics for financial securities

ResolutionPro - software for financial risk management

ResolutionPro: Derivative Pricing and Risk Management financial library.

Available for Microsoft Excel or as a SDK for embedding models into existing systems.

ResolutionPro Key Features

  • financial derivatives calculators
  • function examples & spreadsheet builder
  • detailed math documentation
  • function documentation
  • scenario analysis tool

ResolutionPro contains all of the pricing components listed below. For more details on instrument coverage and the supported valuation models, visit the links for each of the following components.

Derivatives pricing

ResolutionPro: Pricing and Risk Management Components for MS Excel

ResolutionOptions- Vanilla options on equity, FX, and commodities
ResolutionBonds - Fixed coupon bonds, FRNs, and money market instruments
ResolutionSwaps-Zero curve construction and swap pricing
ResolutionIRO- Interest rate options
ResolutionExotics- Exotic options pricing




For more information see our pricing plans.



Trading desks need systems that can handle a number of functions: analyzing price and risk on changing deals; managing a portfolio; calculating profit and loss; and keeping a handle on the market, both in real time and historically.

Resolution can help you to:

  • Determine hedge effectiveness as required by IAS 39
  • Compare the cost and effectiveness of various hedging strategies
  • Understand the dynamics of a derivatives portfolio
  • Perform "what-if" and other risk related analyses
  • Model alternative investment strategies
  • Mark-to-market all instrument types

Who uses Resolution?

derivative traders

Resolution's products can be used to assist a wide range of finance professionals including:

  • Traders
  • Bankers
  • Fund Managers
  • Corporate Treasurers
  • Treasury Consultants
  • Accountants and Auditors
  • Financial Software Providers
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