Front Arena for Interest Rate Derivatives
Interest rates movements can have an impact on almost any kind of portfolio regardless of asset class. Interest rate derivatives are used increasingly, as financial institutions seek to hedge their interest rate exposures or take speculative positions. Our solution will provide everything you need for the sales, trading and risk management of interest rate derivatives in a single environment.
Front Arena provides a comprehensive set of advanced and flexible models for consistent pricing across a wide range of interest rate derivative products. A fast and dynamic approach to pricing is achieved in a controlled and secure environment. As soon as trades are entered, they are available for risk management and back-office processing. Workflows are rationalized and the risk of data entry errors is minimized.
Features
- Provides tools for real-time simulation and pricing
- Allows manipulation of yield curves, volatility surfaces, etc.
- Helps improve reaction time through real-time market data tools and automatic generation of most fields in the pricing sheet
- Integrates credit derivatives, interest rate derivatives and fixed income into one system
- Chooses optimum hedge strategy automatically once underlying hedge instruments are identified