| Oberon
supports a broad range of products, including fixed income,
interest rate derivatives, inflation derivatives, money market,
exhange traded futures and options and FX/FX options.
Oberon also supports:
- Compounding for interest rate and currency swaps, loans, deposits and swaptions.
- Average rates for caps, floors, collars, IRGs, swaps, FRAs, loans and deposits.
- CMS and CMT rates for caps, floors, collars, IRGs, swaps, FRAs, loans and deposits.
- In arrears fixings for caps, floors, collars, FRNs, swaptions, loans and deposits.
- Amortising Schedules for all instruments
Flexible Coverage
In many cases, Oberon has been adapted to accommodate
specific market conventions such as MUNI swaps in the US market,
RODS in the South African market, and various emerging market
bonds and swaps. |
