Announcements

February 2011

The Real Time Risk Systems' Convertible Bond model is made available to users in Excel. It includes resets, cocos, copas, n out of m provisional triggers, user defined credit, rates, vol and recovery curves together with pricing off instruments that trade (eg CDS, IRS, Treasuries and so on).


January 2011

New models of Volatility and Variance swaps are added to round out the model coverage of the standard "non-exotic" derivatives book.