Derivative Solutions

Instrument Coverage

We strive to meet our customers' valuation needs. If you need additional coverage and/or market data please contact us. Our coverage is expanding continuously.

Interest Rate
    • Forward Rate Agreements
    • Swaps
      • Vanilla
      • Non-vanilla
      • Cross-currency
      • Cancellable Swaps
      • SIFMA Swaps*
    • Caps & Floors (plus strategies)
    • Swaptions
      • European
      • Bermudan
Commodity
    • Forwards
    • Options
      • European
      • American
      • Asian
    • Forward Strips / Commodity Swaps
    • Option Strips
    • Commodity Strategies
Employee Stock Options
    • Basic Model*
Foreign Exchange
    • Forwards (various types)
    • Options
      • European
      • American
      • Asian
    • Cash Flow Streams
    • European Option Strategies
      • Straddles
      • Butterflies
      • Risk Reversals
      • Other Combinations
Bonds and Notes
    • Zero Coupon Bonds
    • Level Coupon Bonds
    • Floating Rate Notes
    • Callable Bonds
    • Convertible Bonds
Money Market
    • Discount Securities
    • Interest Bearing Securities

Market Data

Interest Rate
    • Curves
      • Australia (AUD)
      • Canada (CAD)
      • Czech Republic (CZK)
      • Denmark (DKK)
      • European Union (EUR)
      • Great Britain (GBP)
      • Hong Kong (HKD)
      • Hungary (HUF)
      • Japan (JPY)
      • Mexico (MXN)
      • New Zealand (NZD)
      • Norway (NOK)
      • Philippines (PHP)
      • Poland (PLN)
      • Russia (RUB)
      • Saudi Arabia (SAR)
      • Singapore (SGD)
      • South Africa (ZAR)
      • South Korea (KRW)
      • Sweden (SEK)
      • Switzerland (CHF)
      • Taiwan (TWD)
      • Thailand (THB)
      • Turkey (TRY)
      • United Arab Emirates (AED)
      • United States (USD)

      Note: Historical data is also available

    • Tenor Basis Spread Adjusted Curves
      • Canada (CAD)
      • European Union (EUR)
      • Great Britain (GBP)
      • United States (USD)
    • Overnight Index Swap (OIS) Curves
      • European Union (EUR)
      • Great Britain (GBP)
      • Japan (JPY)
      • Switzerland (CHF)
      • United States (USD)
Foreign Exchange
    • FX Rate Groups
      • Australia (AUD)
      • Canada (CAD)
      • Czech Republic (CZK)
      • Denmark (DKK)
      • European Union (EUR)
      • Great Britain (GBP)
      • Japan (JPY)
      • New Zealand (NZD)
      • Norway (NOK)
      • Philippines (PHP)
      • Sweden (SEK)
      • Switzerland (CHF)
      • Turkey (TRY)
      • United States (USD)
Commodity
    • Comex
      • Copper - High Grade
      • Gold
      • Silver
    • ICE
      • Oil - Brent Crude
      • Gas - UK Nat Gas
    • LME
      • Aluminum
      • Copper
      • Nickel
      • Zinc
      • Lead
    • Nymex
      • Diesel - New York Harbor
      • Gas - Natural
      • Gas - RBOB
      • Oil - Crude
      • Oil - Heating

*Under development

All market data required to price or value the instruments above is included and integrated with the calculations.

The support has been excellent and responsive. The training was very clear and I appreciated that we trained using own data instead of canned data, so we could see how the system.

Lori Strangberg Corporate Controller,
Johnson Outoors