MBRM Futures/FRAs Arbitrage Module
This is an optional module for Excel users of our Universal Swap Add-in who require the analysis of the arbitrage opportunities between interest rate futures, FRAs and Swaps. The module is designed to be used by traders in a fast moving market. Therefore ease of use is maximised. Grids are calculated and displayed for forward futures, FRAs and Swaps to enable the quick comparison of the arbitrage opportunity between the markets. Trades are entered and the positions are continuously marked to market.
Cost of Universal MBRM Futures / FRAs Arbitrage Module is US$ 3,199
For further details, please contact Dr. Mamdouh Barakat (e-mail: mamdouh@mbrm.com)
Why not consider MBRM Comprehensive Combined Package : An inclusive package of our 18 main software packages for US$ 29,999 (This would be a massive saving of over US$ 24,300)
screen shot of Futures / FRAs Arbitrage Module - Graph sheet
Source code and Multi-purchase discount also available.
CLICK HERE to see our product pages as one consolidated Acrobat PDF file
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screen shot of Futures / FRAs Arbitrage Module - Graph sheet
screen shot of Futures / FRAs Arbitrage Module - Shorts-Swaps Sheet
screen shot of Futures / FRAs Arbitrage Module - Today's Trades Sheet
screen shot of Futures / FRAs Arbitrage Module - Swaps sheet
screen shot of Futures / FRAs Arbitrage Module - P&L Calc sheet
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