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Interest Rate DerivativesDerivative Path

Use as a full system of record or as a stand-alone front-end pricing tool in conjunction with your existing risk system.

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Vendor

Derivative Path

Company Website

Company Website

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Product details

With a single click, create multiple trades based on your transaction details

Easily build and price multiple derivative structures.

Trade creation

  • Swaps
  • Swaptions
  • Caps and Floors
  • Loans
  • Callable Debt
  • Cancellable Swaps
  • Swaps with embedded options
  • Collars
  • Corridors 
  • Debt Options

Paying for live market data feeds is a thing of the past

No more worrying about bootstrapping the curve or constructing the full volatility smile. It has all been done for you.

Real-time pricing

Get real-time pricing and valuations using the same market data and analytics used by the largest swap dealers.

Set it and forget it

Schedule pricing emails once a day or multiple times a day and forget it. The system does the rest. We also provide historical pricing as far back as 5 plus years.

Transparency

Stay on top of your game at the time of going live on a trade! Now you can tell the dealer where you see the mid-market price on your trade.

Gain on-the-fly flexibility to manage swaps

Be in control

All the important trade metrics are right there. Just click the button and talk to your counterparties with confidence.

Easy restructuring

Whether you are terminating a swap or performing a blend-and-extend strategy on an existing swap, the system makes it simple for you to restructure your trades.

Manage regulatory risk from anywhere at anytime

ECP Certification

Run counterparties through an ECP certification tool.

ISDA Documents

Generate ISDA docs from within the system.

Payments

Capture settlement instructions and process payments effortlessly.

View Risk vs. Limits

View counterparty risk against approved limits.

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