Solutions
- STP Capital Markets
- Global Front-Office
- Global Market & Credit Risk Management
- Global Back-Office
- Global Operational Risk Management
- Central Banking
- Custom Solutions
- ASP Services
Market Focus
- Commercial/Investment Banks
- Central Banks
- Corporate Treasuries
- Asset Management Solution
- Other Entities
Interest Rate Derivatives (IRDS) Solutions
Whether you trade derivatives outright, or hedge interest rate risk or structured notes, you will discover that IRDS unlocks the analytics of derivatives strategies to provide optimal solutions. IRDS supports a wide range of vanilla and exotic structures, including:
- Interest Rate Swaps
- Basis Swaps
- Currency Swaps
- Forward Rate Agreements
- Futures
- Exchange Traded Options
- Options
- Digital Options
- Barrier Options
- Compound Options
- Asset Swaps
- Multi-leg Swaps and Options
- Quanto Swaps
- Forward FX Swaps
- Amortizing Swaps
- Cancelable Swaps
- Average Rate Swaps
- Compounding Swaps
- Reverse Floaters
- Overnight Index Swaps
- Constant Maturity/Yield Curve Swaps
- Structured Products
- Vanilla, American, Bermudan Swaptions
To support your Interest Rate Derivative Desk, Findur provides an extensive array of tools:
- Real-time position and risk views
- Real Calculators/Prices
- Pricing Worksheets
- Pricing Matrices
- Instrument Builders
- Strategy Construction Tools
- Assignment and Novation Processing
- Extensive Buyout Calculators
- Collateral Management
IRDS provides an environment designed to give you maximum flexibility throughout the lifecycle of your derivative transactions, from instrument builders, customized analytics, pricing models and real-time position reports to back-office workflows, accounting rules and specific messaging requirements.