This is a suite of modules for the integral management of all types of portfolio (own and / or third party) of a trading room. The modules it consists of are separated on the basis of the functional area at which they are aimed (Front Office, Middle Office and Back Office)..

The system is open generally for the integration of specific new functions in a particular procedure or activity. The most significant features from a Front Office point of view are the following::

  • Pricing tools.
  • Control of positions in real time.
  • Management of equivalent positions.
  • Simulations.

Any type of activity can be managed at result- and risk-level. The mapping of valuation methods may be detailed at the level of each operation. The most significant features from a Middle Office point of view are the following::

  • Control of activity.
  • Control of finance cost.
  • Control of valuation market data.
  • Control and analysis and result.

Solution adapted to the national market, complete and versatile and makes possible complete control of the Back Office of a trading room, its main characteristics being:

  • Control of operations (validation of operations)
  • Generation of OTC confirmations.
  • Generation of communication to official bodies such as the Bank of Spain.
  • Parameterisation of accounts.
  • ¡Generation of accounting entries.
  • Management of payments.
  • Parameterisation of the system's static elements.

Products supported

Fixed Yield

Public and private:

  • Sale / Purchase on maturity
  • Repo
  • Simultaneous
  • Tripartite
  • Cross currency repo
  • Domestic futures and their options

Structures with non-standard characteristics:

  • Total return note
  • Reverse callable Frn...

Variable Yield

  • Cash
  • Futures
  • Options
  • Tripartite
  • Index futures
  • Index options
  • Equity swaps
  • Funds
  • Complete management of share events

Forex

  • Spot
  • Term
  • Exchange rate swaps
  • Options
  • Made-to-measure complex futures

Credit Derivatives

  • Credit default swaps (CDS)
  • Index CDO
  • CDS Option
  • Credit debt obligations (CDO, CDO2)
  • Index credit default swap (CDS-i)
  • Basket default swaps (NthTD)

Interest Rate Derivatives

  • Deposits (long- and short-term)
  • FRA
  • IRS
  • CIRS
  • OIS (call money)
  • SWAPTIONS (vanilla, digital, barrier)
  • Monetary futures and their options
  • Cap / Floor / Collar (vanilla, digitals, barrier)

Structured according to interest rate:

  • Callable snowball
  • Callable range accrual
  • Quanto cap ...

Complex structures

Any structure which includes:

  • Interest
  • Forex
  • Variable Yield
  • Commodities
  • Energy

Definition of PAYOFF made-to-measure and price simulation and sensitivities based on Montecarlo simulation:

  • AsianBarrier
  • BermudaSwaption
  • CoompoundOption
  • EquitySpread
  • RangeAccrual
  • QuantoCapMulStriplet
  • Snowball
  • GasTransport...