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APeX Deal Manager was designed specifically by a trader for traders. Charbel Abourached (also known as Charlie Arbitrage) headed the USD Interest Rate Derivatives Desk at Morgan Stanley for 10 years.  Charbel has insured that APeX mirrors the actual trading environment and furnishes the trader with maximum flexibility and speed in defining and pricing deals.
Define, price, compute Greeks, and book all deal types from Plain Vanillas to all Exotics.
Deal templates for standard products with a variety of implied vol/strike solvers and break-even rate/spread calculators.
Powerful vectorized parser to define Formula-based Coupon Payoffs.
A variety of indices, either pre-defined or user-defined are available for any deal in forming the coupon.

The modular design of the deal structure is impervious to the asset class of the indices: Equity, Commodity or Energy swaps/caps/floors can be as easily defined and priced as their interest-rate counterparts.

Ability to access and override any deal details at individual cashflow level.
FRA's, Swaps: Fixed-floating, Cross-currency, Averaging, Compounding, Zero-coupon, ...
Basis Swaps: Fed-funds, T-bill, Prime, Libor/Libor, CP, ...
Cap/Floors, Zero-cost Collars, Capspreads, Digitals
European Swaptions
CMS/CMT Products: CMS Swaps, Cap/Floors with Skew and Convexity Adjustment
Cancelable Bermudan Swaptions, Callable Bonds, Multi-callable Zero-Coupon Swaptions
M-out-of-N Cap/Floors: FlexiCaps, AutoCaps
Reset Caps, Vol Bonds/Swaps
Compound Options: Bermudan callable topsider notes with step-up coupons and caps/floors, Bermudan callable range-floaters
Exotics: Ratchets, Resets, Knockouts, Inverse Floaters, Accrual Notes, Range Floaters, Index-Amortizing-Swaps, ...
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