derivativesONE

Online Financial Derivatives Valuation
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FEATURES


Powerful and Intuitive

derivativesONE is designed for those without quantitivate backgrounds to value and understand financial derivatives.

Comprehensive Online Help

All valuation models and inputs are accompanied with documentation and explanations.

Highly Configurable

All valuation models are highly configuarable enabling users to fine-tune any valuation.



Options

European, American options as well as exotic options including Asian, barrier, digital and Bermudan options.

Swaps

Interest rate, cross-currency, basis, cross currency fixed vs fixed swaps and swaptions.

Forwards

Standard currency, commodity and equity forwards, as well as FRAs.

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