Interest Rate Derivatives Software

The interest rate derivatives market has been the largest derivatives market in the world for some time. It is by far the largest in terms of volume, despite the recent accelerated growth of credit derivatives. It also boasts a wide range of instruments and maturities. Products have been traded to maturities exceeding 50 years, and have reached sizes in excess of $1 billion. The interest rate derivatives market is also diversifying, expanding from a predominantly LIBOR based market to cover a wide range of interest rate products, such as municipal rate derivatives, commercial paper derivatives and constant maturity swaps/treasuries.

In order to remain dynamic in these escalating markets, financial institutions need access to a fast and reliable trading system, able to cope with a large number of trades and an increasing diversity of tradable asset types. Lombard Risk meets these requirements, providing extensive interest rate derivative functionality with Oberon:

		OBERON
		A fast, accurate and reliable trading and risk management system designed specifically for interest rate derivatives, inflation derivatives, FX, money market and fixed income portfolios. The application is highly scalable and can value a broad range of instruments, including extensive interest rate derivatives functionality.

		INDEPENDENT VALUATION & RISK SERVICES
		Web-based, outsourced service that harnesses Lombard Risk's advanced valuation models to provide high quality, un-conflicted, independent valuations and associated risk measures across a wide range of financial assets. Includes broad interest rate derivative coverage.