RateEdge platform components – IRS Pricer, Swaption Pricer, RateEdge OMS and the Historical Data Portal.

Products

Four focused web tools, one delivery layer. Each module can run independently or together depending on how your desk is structured.

Pricing
IRS Pricer

Fast, accurate interest rate swap pricing for vanilla and structured flows. Price spot and forward starting swaps, calculate PV, DV01 and carry, and stress test against curve shifts in real time.

• Spot and forward starting swaps
• PV, DV01, CS01 and gamma
• Multi-currency (AUD, NZD, USD)
• Amortising and accreting structures
• Curve selection and scenario analysis
• CSV / API-friendly outputs
Launch IRS Pricer
Pricing
Swaption Pricer

Ticket-based swaption pricing with configurable expiries, tenors, strikes, curves and vol surfaces. Build and manage a book of trades, store trader templates and export PV and basic risk downstream, focused on AUD, NZD and USD for cross currency RV valuation.

• Payer / Receiver swaptions
• Caps / Floors
• Exotics - Berms and Callables
• XVA and Credit Adjustments
• Desk curves and SABR surfaces
• CSV / API-friendly outputs
Launch Swaption Pricer IRO Live Blotter
Execution
RateEdge OMS

Order and execution management for swaps, swaptions, caps and floors. Capture orders, track fills and maintain a clean, auditable record of execution across dealers, venues and internal books.

• Orders, RFQs and fills
• Broker / venue / internal routing
• Audit and compliance reporting
Data
Historical Data Portal

Curated Multi Currency rates and volatility history structured for pricing, calibration and reporting. Aligned to the instruments and conventions your desk actually trades.

• Swap & OIS curves and vols
• Time-series download & APIs
• Desk-aligned conventions