| 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. |
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Define,
price, compute Greeks, and book all deal types from Plain Vanillas
to all Exotics. |
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Deal templates for standard products with a variety of implied
vol/strike solvers and break-even rate/spread calculators. |
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Powerful
vectorized parser to define Formula-based
Coupon Payoffs. |
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A
variety of indices, either pre-defined or user-defined are available
for any deal in forming the coupon. |
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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.
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Ability to access and override any deal details at individual
cashflow level. |
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FRA's, Swaps: Fixed-floating, Cross-currency,
Averaging, Compounding, Zero-coupon, ... |
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Basis Swaps: Fed-funds, T-bill, Prime, Libor/Libor, CP,
... |
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Cap/Floors, Zero-cost Collars, Capspreads, Digitals |
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European Swaptions |
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CMS/CMT Products: CMS Swaps, Cap/Floors with Skew and Convexity
Adjustment |
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Cancelable Bermudan Swaptions, Callable Bonds, Multi-callable Zero-Coupon Swaptions |
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M-out-of-N Cap/Floors: FlexiCaps, AutoCaps |
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Reset Caps, Vol Bonds/Swaps |
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Compound Options: Bermudan callable topsider notes with step-up coupons and caps/floors, Bermudan callable range-floaters |
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Exotics: Ratchets, Resets, Knockouts, Inverse Floaters, Accrual Notes, Range Floaters, Index-Amortizing-Swaps, ... |
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| Copyright
© 2000 Panalytix, Inc., All rights reserved. |
