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The APeX Risk Management System was designed and implemented through a collaboration of an experienced trader and quant whose work has included the design of swap and exotics risk management systems at several top investment banks.
Integrated risk-management system available as a turnkey NT application.
Advanced Term Structure Analytics: Multi-factor Heath-Jarrow-Morton (HJM) simulation model, BDT/BK, Hull-White Multinomial Short-Rate Lattice Models with innovative fast calibration methodology.
Trader-friendly deal templates for standard products and an ideal structuring tool for non-standard and one-off payoffs: Formula-based coupons.
Flexible, user-defined curve-building techniques and inputs (Cash, Futures, ParSwaps) with ability to incorporate Year-End Turns and anticipated FOMC rate hikes.
Modular, 3-tier system architecture: ANSI-C++ analytics libraries, VB/OLE/Java presentation layer, Database access through vendor-neutral DBTools layer.




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