WealthAnalytics
The first analytic engine using book value, open model and amortization rules to characterize the analytics of FX structured products.
|
|
Major FX structures
covering
- target accrual redemption forwards
- discrete knock-out forwards
- other early termination structures
|
|
Valuation
analytics
- book value
- margin consumption
- replicating option portfolios
|
|
Specifically designed
for FX structures which
- are acquired to be held until maturity
- custom-made for individual investors
- without secondary market
|
|
Risk
analytics
- loss probability
- bond equivalent rating
- profit and loss profile
|