FINXIS.

Interest Rate

15 canonical products, each validated against CDM 7.2.0. 15 have a Trader specification, so they render as a working ticket.

ProductFamilyPayoutsSpec
IRS Basis OIS Cross-currency InterestRatePayout ×2 Yes
IRS Basis Swap Cross-currency InterestRatePayout ×2 Yes
IRS Xccy Basis Cross-currency InterestRatePayout ×2 Yes
IRS Xccy Fixed-Fixed Cross-currency InterestRatePayout ×2 Yes
IRS Xccy Fixed-Float Cross-currency InterestRatePayout ×2 Yes
IRS Inflation Basis Zero Coupon Inflation InterestRatePayout ×2 Yes
IRS Inflation YOY Inflation InterestRatePayout ×2 Yes
IRS Cap-Floor Options & forwards InterestRatePayout Yes
IRS Debt Option Options & forwards OptionPayout Yes
IRS Swaption Options & forwards OptionPayout Yes
IRS Fixed-Float Swaps InterestRatePayout ×2 Yes
IRS Fixed-Float OIS Swaps InterestRatePayout ×2 Yes
IRS Fixed-Float Zero Coupon Swaps InterestRatePayout ×2 Yes
IRS Forward Debt Swaps SettlementPayout Yes
IRS FRA Swaps InterestRatePayout ×2 Yes

Need one of these as a working ticket?

Products with a specification book in CDM Trader without any screen being written for them.