ResolutionSwaps

ResolutionSwaps provides support for the valuation and risk management of standard interest rate swaps and cross currency swaps. This component also includes a model for constructing an integrated zero curve based on input cash rates and swap rates.

Main Features

Price standard swaps and cross-currency swaps
Support for amortizing and accreting notional's
Compute par swap rates
Zero curve construction based on a range of possible inputs
Several interpolation methods supported
Price a generic bond using the constructed zero curve
Generate projected coupon payments, or enter a customized deal

For more detailed technical information on swap pricing click on the following links:

Background to Interest Rate Swaps

Background to Currency Swaps

Purchase

Resolution aims to deliver our customers excellent value without compromising on quality.

	Monthly subscription (min 1 year subscription)	Purchase of licence
ResolutionSwaps	USD $50/mnth	USD $900

Since everyone has different requirements, we would be more than happy to talk to you regarding a customisable pricing solution. Contact us today.

Benefits

With ResolutionSwaps you are able to;

Examine the projected cash flows for both legs of a swap deal
Understand the hedging consequences of custom swap deals
Model the cash flow effects for a range of interest rate scenarios
Build integrated zero curves from a combination of cash and swap rates

Click to enlarge

Trial

You can also download and evaluate fully-functional models on a 5-day free trial basis. For information on our evaluation policy click here.

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