UNIVSWAP - Universal Swap Add-in (version 8.2)

The swap add-in is an interest rate and cross-currency swap add-in. The add-in builds a No-Arbitrage term structure model for interest rates and volatilities (using mean reversion) from any combination of bonds, swaps, bills, deposits and/or futures. This term structure is used to consistently price instruments, including Bonds, Swaps, FRAs, IRGs, Caps, Collars, Floors, Corridors, Digitals. The approach used for volatility modelling is based on the extended Vasicek (Hull-White) models, with a number of proprietary improvements. This gives maximum flexibility to quantify both standard and non-standard transactions. The swap add-in enables the user to check the prices being quoted by the counterparty, increasing the user's competitive advantage. Multi-currency portfolios are continuously marked to market - improving P&L and Risk monitoring.

UNIVSWAP - Universal Swap Add-in incorporates, at no extra charge, full copies of the following four Universal Add-ins :

UNIVOPT - Universal Options Add-in
UNIVEXOT - Universal Exotics Add-in
UNIVYLD - Universal Yield Add-in
UNIVINT - Universal Interpolating Add-in

Cost of UNIVSWAP is US$ 3,199

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 grab from our sample spreadsheet USAexamp.xls ( No. 1)

USD - Deposits; Futures; FRAs; Discount Bills
USD - Blending and Swaps
USD - Volatility Graph
Swap - Accrued
Swap - Create Dates (Fixed)
Swap - Create Dates (Floating)
Swaption Analyser

 

UNIVYLD - Universal Yield Add-in

UNIVCMS - Universal CMS & Swaptions Add-in

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MBRM, MB RM, MB RISK MANAGEMENT, FSS, FINANCIAL SYSTEMS SOFTWARE, UNIVSWAP, UNIVERSAL SWAP ADD-IN, USA, UNIVEXOT, UNIVERSAL EXOTICS ADD-IN, UEA, UNIVOPT, UNIVERSAL OPTIONS ADD-IN, UOA, UNIVYLD, UNIVERSAL YIELD ADD-IN, UYA, UNIVZERO, UNIVERSAL ZERO ADD-IN, UZA, UNIVINT, UNIVERSAL INTERPOLATING ADD-IN, UIA, UNIVGARCH, UNIVERSAL GARCH ADD-IN, UGA, UNIVCONV, UNIVERSAL CONVERTIBLES ADD-IN, UCA and UNIVERSAL

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