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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
Pricing |
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Resolution has a straight-forward and fair pricing model for its products
which ensures that our customers receive excellent value to meet their specific needs.
For information on our pricing plans please click here.
Since everyone has different requirements, we would be more than happy to talk to you regarding a customisable pricing solution. Contact us today.
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Trial
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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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Benefits |
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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
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