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.