QUEST Arbitrader 2003

QUEST Arbitrader 2003

QUEST Arbitrader 2003 is a state-of-the-art Windows NT / 2000 pricing system.

Quest have been market leaders for over 10 years in the supply of pricing and portfolio management software.

Used by brokers and Banks, world-wide, QUEST Arbitrader 2003 is designed with the busy trader in mind.

Linked to live data feeds, you can price and calculate many different types of Interest Rate and currency instruments:

•     Arbitrage
  • Cash arbitrage
  • Multi-currency FX calculator
  • Cash / FX-swap calculator
  • Implied curve's
  • FX Locator
  • FRA from forwards
  • FRA Arbitrage
  • Live datafeed's for all vendors and sources

Calculating Dollar/Swiss forwards linked to a livefeed.

•     Interest Rate Swaps
  • Any currencies
  • Plain vanilla
  • IMM Swaps
  • Currency swap
  • Amortizing swap
  • Irregular structured swaps
  • Short and Long term
  • FX Swap calculator to calculate cheapest cash
  • Forward start swaps
  • Roller coaster swaps
  • Selection of yield curves -Futures, Cash deposits, Swaps, Spliced
  • Hedge calculation
  • Full cash flow information
  • Fra Strip analysis / comparison
  • Basis and stub settings
  • Live datafeed's for all vendors and sources

Pricing a 1-year against 3's interest Rate Swap in QUEST Arbitrader 2003 is fast, accurate and easy.

• Forward Rate Agreements (FRA's)
  • Any currencies
  • Straight runs and broken dates
  • Selection of yield curves -Futures, Cash deposits, Swaps, Spliced
  • Hedge calculation
  • Scratchpad facility
  • Settlement / P/L calculator
  • Live data feed's for all vendors and sources

Pricing a Three against Six's FRA in U.S. Dollar couldn't be easier.