Monis Advanced Interest Rate XL

When you’re working with complex instruments, you need to quick pricing and analysis from a source you can trust.  Monis Advanced interest rate offers efficient and easy structuring of deals; including transaction costs, implied volatility and credit spread, sensitivity analysis, risk management features and reporting facilities with an easy to use customer interface;  so you are all set to make the most profitable decisions and act on them

Features at a glance:

Comprehensive Instrument Coverage

Monis Advanced Interest Rate XL covers a wide range of instrument with multiple variations displayed for each instrument type.

  • Constant Maturity Swaps/Notes (CMS)- From the simplest interest rate swap to the most complex CMS callable spread
  • Range Accrual Swaps/Notes (RAN)
  • Snowball Swaps/Notes
  • Power Reverse Dual Currency Swaps/Notes (PRDC)

Intuitive interface
Microsoft Excel is transformed into a powerful three-factor analysis tool making complex calculations easier and faster and there is no need to switch between multiple displays, all the information you need is displayed in a single screen.

  • Access powerful, complex scripting easily through predefined templates
  • GUI provides all the fields you need for pricing the instrument
  • The data you require reflects each the instrument type

Trusted financial modelling Monis Advanced Interest Rate XL uses industry standard interest-rate financial modelling theorem.  We take care of the complex scripting to ensure your trading decisions are ahead of the market.  Two models are offered and model recommendations are made according to the inputs of each combination of instrument type.

  • Brace-Gatarek-Musiela  (BGM)
  • Heath-Jarrow-Morton (HJM)

Powerful Analysis Tools

  • Pricing of trade- monte carlo and lattice
  • Sensitivity analysis
  • Greeks for Risk Mgt

Easily export data to existing Excel spreadsheets

Specialised support

Monis Advanced Interest Rate XL is backed by a standard of specialist support you’ve come to expect.

  • In-depth on-line help
  • Expert telephone support from market specialists

Simple Installation

Intuitive, simple installation
Supported on a range of operating systems