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Quest announce
the release of Arbitrader 2003, scheduled for release March 2003.
Building upon the the outstanding success of
Quest Arbitrader 2002, Quest are pleased to announce the imminent release of
Arbitrader 2003.
Quest Arbitrader 2002 consists
of over 700 financial models built from a solid foundation of almost 2500
calculations. This is possible because of our relationship with the FinancialCAD
corporation, the industry leaders in financial analytics.
Below is an outline of some of the hundreds of
features which can be found on the system.
For further information, or to arrange a
demonstration, please contact our sales team.
Pricing of the following
option types
- Plain vanilla
- Options on futures
- Options on FRA’s (IRG)
- Asian / average rate
options
- Average strike options
- Look back options
- Barrier options
- Basket options
- Forward start options
- Double Average options
- American, European, Bermudan models
- What-if / simulations
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Options |
- Bond pricing
- Government bonds (20
Jurisdictional specific models)
- Create benchmark yield curves using Cash, futures, swaps and bonds
from any jurisdiction in the world.
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Bonds |
- Plain vanilla swaps
- IMM Swaps
- Currency swaps
- Amortizing swaps
- Irregular structured
swaps
- Short and Long term
swaps
- Forward start swaps
- Roller coaster swaps
- Selection of yield
curves -Futures, Cash deposits, Swaps, Spliced
- P/L & Hedge calculation
- Full cash flow
information
- Fra Strip analysis /
comparison
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Interest Rate Swaps |
- 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
- FRA from forwards
- FRA Arbitrage
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FRAs |
- FX Swap calculator to
calculate cheapest cash
- Cash arbitrage
- Multi-currency FX
calculator
- Cash / FX-swap calculator
- Implied curve's
- FX
Locator
- Live datafeed's for all
vendors and sources
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Arbitrage |
- Yield curve studio
- Live datafeed's
- Fully customisable
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System |
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- All Quest clients will be
contacted by their sales representative to arrange upgrading their systems to
Arbitrader 2003.
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