Derivatives ONE Online Financial Derivatives Valuation




News

October 25, 2010
DerivativesONE Beta 0.70 released. Added the ability to save any valuation to Excel as well as new models for Interest Rate Caps, Floors and Collars.  Plus some bug fixes and speed enhancements.

Features

Derivatives ONE is a powerful online financial derivatives valuation tool.

Derivatives Supported:

  • Swaps:
    Interest Rate Swaps, Basis Swaps,Cross Currency Swaps, Cross Currency Basis Swaps
  • Futures:
    Stock, Commodity, Currency, Interest Rate (Forward Rate Agreement – FRA)
  • European and American Options
  • Exotic Options
    Bermudan, Binary (Digital), Barrier, Asian
  • Volatility Calculators:
    Historic and Implied volatility

Software Features:

  • Slick ‘desktop-like’ interface :
  • Easy to Use:
    Full Online Help for every input:

    Detailed messages to avoid input errors :

  • No Installation or Upgrades
    Derivatives ONE is a fully online solution, no downloads, installations or upgrades – just sign up and get started.

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