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.
Products
Four focused web tools, one delivery layer. Each module can run independently or together depending on how your desk is structured.
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.
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.
Curated Multi Currency rates and volatility history structured for pricing, calibration and reporting. Aligned to the instruments and conventions your desk actually trades.