Derivatives
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Manages the entire life cycle from deal capture to accounting and final settlement for various Options,
exotics, futures & structured products
Key
Product Feature
Frame work for Options enables Faster creation of Option / Structure Products
Defining / Creating Strategies on the fly
Supports Hedging
Supports Binomial & Black Scholes for Options & Blacks for Futures
Online Risk Metrics - Greeks supported
Highly configurable system - Currency, Counterparty, Product static data.
Derivative accounting can be parameterized Product / Event Level
End-to-end automation processes Accelerated Trading Decision with Online Risk
Supports Centralized Treasury Management
Time Tested High Precision System
" The Integrated Risk Sheet across Interest Rate products is an excellent Risk
Management Tool and ability to bring up Multiple Risk Sheets on differing
Parameters (Currency / Warehouse combination) "
