What derivatives can I value using DerivativesONE ?
DerivativesONE has valuation models for the below types of derivatives:
- Options – American Options, European Options, Barrier Options, Bermudan Options, Digital Options.
- Interest Rate Options – Interest Rate Cap/Floor/Collar, Swaptions, Bermudan Swaptions.
- Futures/Forwards.
- Swaps – Interest Rate Swaps, Basis Swaps, Cross Currency Interest Rate Swaps, Cross Currency Basis Swaps, Cross Currency Fixed vs Fixed Swaps.
- Volatility Calculators – Historic Volatility, Implied Volatility.
- Interest Rate Accruals Testing.
How do I know DerivativesONE gives an accurate valuation?
All our valuation models have been extensively benchmarked against commonly used valuation software products such as FinCad and Bloomberg.
Can I get a trial account to test the software?
We do not have trial accounts but you can use a demo of the software here (the demo version has several inputs which are fixed and cannot be altered.
Does DerivativesONE provide market data for input into the models?
No. We do not currently provide market data.
Can I save the valuations I perform?
All the valuations (both inputs and the valuation outputs) can be downloaded as an Excel spreadsheet.