derivativesONE is designed for those without quantitivate backgrounds to value and understand financial derivatives.
All valuation models and inputs are accompanied with documentation and explanations.
All valuation models are highly configuarable enabling users to fine-tune any valuation.
European, American options as well as exotic options including Asian, barrier, digital and Bermudan options.
Interest rate, cross-currency, basis, cross currency fixed vs fixed swaps and swaptions.
Standard currency, commodity and equity forwards, as well as FRAs.