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QUEST INTEREST RATE SWAP
TRADER 2003
Quest's INTEREST SWAP TRADER product
is a geared towards individual and small teams of swap dealers. IRS 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.
In addition to full support for swaps, IRS TRADER 2003
also fully support FRA trading.
| Pricing |
- 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
- 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
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| Arbitrage |
Rapidly price FRAs and IRSs
against various yield curves, including Cash, Futures,
Swaps and spliced curves |
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- Deal Capture, risk, P/L
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Deal capture, real time position keeping, risk analysis,
profit and loss for FRAs, Interest Rate Futures and Interest Rate Swaps. |
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| Back office |
Back office includes P/L reconciliation, deal tickets, confirmations,
settlements, Brokerage, Limits etc. |
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