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Interest rate derivative pricing has become increasingly more complex and sophisticated over the past few years. FEA’s @INTEREST is used by many banks and corporate treasuries to simplify the mark-to-market of interest rate derivative instruments. Its extensive instrument coverage and wide selection of pricing models are two of the product's major strengths. Banks with large portfolios also appreciate the optimized code which provides extremely fast calculations for even the largest of portfolios.
In addition to @INTEREST, other FEA products that may be useful to interest rate traders are:
VaRworks
MakeVC
Click on a product name for a detailed description and a list of features.
We would be happy to provide a personal demonstration of any product, or feel free to contact us to talk with one of our staff directly.
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© Financial Engineering Associates, Inc. All rights reserved.
Financial Engineering Associates, Inc. is registered and conducts business in Texas under the name "FEA, Inc."
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