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QUEST FRA TRADER 2003

Based on Quest's original FRA TRADER product, FRA TRADER 2003 is still as popular as ever. Aimed at individual FRA dealers and small teams of dealers, FRA TRADER 2003 supports your entire trading. From pricing and hedge calculations, to deal capture, real-time p/l and risk management, to back office support, including 75 dealer and management report. 

 

Portfolio management and pricing for :

  • Interest Rate Futures
  • Forward Rate Agreements
  • Interest Rate Swaps

FRA TRADER 2003 is a state-of-the-art Windows system for  Forward Rate Agreement (FRA)   and Interest Rate Futures trading, engineered for market markets and users alike. 

Dealers can input trades, and FRA TRADER will monitor risk, P/L, positions and hedging requirements in real-time. Pricing of these instruments is also real-time, and can be linked to any external data provider, such as Reuters

FRA TRADER 2003 includes all the functionality found in QUEST ARBITRADER 2003 plus portfolio management features :

Overview

  • Instruments: Interest Rate Futures, Forward Rate Agreements, Interest Rate Swaps
  • Pricing
  • Portfolio management
  • Deal capture, risk, profit & loss
  • Back office
  • Deal tickets, confirmations, payments
  • 75 dealer and management reports

 

Pricing   
  • 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
Arbitrage Rapidly price FRAs on various yield curves, including Cash, Futures, Swaps and spliced curves
Deal Capture, risk, P/L
 Deal capture, real time position keeping, risk analysis, profit and loss for FRAs and Interest Rate Futures..
Back office Back office includes P/L reconciliation, deal tickets, confirmations, settlements, Brokerage, Limits etc.

 

Please click to view parts of the 1998 FRA TRADER brochure. 

Although the software has been considerably enhanced since 1998, the additional information may be useful.