The linking of fixed and floating debt markets by
means of a simple interest rate swap created one of the first
efficient structures bridging separate but correlated risks. Traders,
portfolio managers and researchers scrutinize yield curves, structures
and markets in ways that were unimagined just a few years back.
Technology has opened the door to new markets and continues to play a
principal role in the evolution of the
interest rate derivatives markets. New products and strategies are being produced daily, creating a variety of new challenges.
TechHackers' Swap QuantTools
and IRO QuantTools
are the leading analytic libraries designed for this market. The
libraries include a sophisticated curve builder allowing you to
construct curves from combinations of spot rates, futures, par swap
rates or par bond yields. System developers can greatly reduce the
risks associated with developing such systems from scratch. All models
used have been carefully tested and are designed so that you can
analyze virtually any structure, no matter how unique or complex.
Swap @nalyst
and IRO @nalyst
provide the same advanced functions within your favorite spreadsheet.
They provide fast and easy access to advanced functions such as
convexity correction, turn of year affects and interpolation. The
optional parameters allow you to create custom instruments and price
them quickly.
You are invited to visit our movie room and see an online demonstration of our swap products.
