An overview of Interest Rate Derivatives Analytics
- Instrument Pricing Analytics' Swap, Cap & Floor, and Swaption APIs allow traders, portfolio managers, and risk officers in the interest rate market to evaluate various instruments including interest rate swaps, overnight index swaps, constant maturity swaps, cross-currency swaps, caps, floors, and swaptions.
- These APIs accommodate both bullet and amortization redemption structures, providing real-time analytics like fixed rate, spread over the floating rate, fair value, duration, and implied volatilities.
KEY FACTS
FEATURES & BENEFITS
What you get with Interest Rate Derivatives Analytics
The Instrument Pricing Analytics' Swap, Cap & Floor, and Swaption APIs provide traders, portfolio managers, and risk officers in the rates market with the tools to evaluate interest rate swaps, overnight index swaps, constant maturity swaps, cross-currency swaps, caps, floors, and swaptions.
These APIs handle both bullet and amortization redemption profiles, offering on-demand analytics including fixed rate, spread over the floating rate, fair value, duration, and implied volatilities.
Every legendary partnership starts with a simple note. We're excited to hear from you!
© Eulerpool Research Systems. All rights reserved.