Calculation Engine creates ready formulated curves and rates to be used in corporate ERP- and Treasury Management- Systems.
All calculations are executed in a timed manner based on given parameters.
User-defined functions to add, subtract, multiply, and divide for calculating new rates.
Advanced Curve Builder
Basis Swap Curves including smooth short-term generation
Cross Currency Swap Curves
Bootstrapped Zero Coupon Curve (with and without OIS Discounting)
Forward Curves (with and without OIS Discounting)