REAL
SunGard REAL comprises a comprehensive suite of renowned proprietary models. Each model is available individually in XLL or DLL format and covers 1-, 2- and 3-factor models, lattice, PDE and Monte-Carlo supporting a range multitude of asset classes.
Features
- Equities bonds including bonds priced theoretically
- Floating rate notes (FRN) cash
- Deposits listed futures
- Equity, Fx, commodity and interest rate forwards forward rate agreements (FRA)
- Contracts for differences (CFD) interest and cross currencies swaps
- Swaptions options on equities, bonds, FX, commodities and futures
- Warrants convertible bonds
- CDS ASCOTS
- Exotic FX options cap/floor
- Tracking error on index or stock trackers