Demo


Web Risk Management

The demo is here .

Based on our derivative technologies, this web site allows to manage a Swap portfolio.
All the FRAs are valued using the OIS discounting, then you can apply a funding spread to value and manage your position
You can Graph the forwards and zoom to see the year en jump for example.

more

Auction Web Site

Please feel free to contact us for a demo.

The NitroX auction web site allows brokers or financial institutions to organise auction by session.
It can be use for all the Financial Products: Bonds, Swaps, Stocks, CDS, Options … and also on multi-leg strategies like spread, butterfly, delta hedged options.
The deals can be confirmed in real time or queued for validation in order to avoid the MTF qualification (Multilateral Trading Facility).

more


Interest Rate Swap Risk Management

Please feel free to download our Excel Interest Rate Swap Risk Management demo.

OIS and Libor swaps are covered, the Hedge Instruments can be defined by the User. The Revaluation and Risk Engine is compatible with LCH Clearnet. The Funding Risk is also covered. Interpolation method can be Linear, RT or Monotone Convex (LCH). This is a very flexible, accurate and fast risk management system within Excel
This demo covers USD, EUR, GBP, CHF and JPY and all the market parameters, including the past fixings, do come from Bloomberg if you have one.

more


Credit Bond & Swap Risk Management

Please feel free to download our Excel CDS and Bond Risk Management demo.

You will be able with this demo to perform relative value analysis for Bonds and CDS, taking into account a recovery assumption different of zero, unlike the Bloomberg YAS function.
You can also compute the risk of a credit portfolio of CDS and Bonds : dv01, notional equivalent, Loss Given Default (LGD) and Interest rate risk
This demo covers EDF in EUR and all the market parameters, do come from Bloomberg if you have one.

more

Swap Cancellation

Please feel free to download our Excel swap cancellation pricer. This is a free Demo lasting one month.

It will allow to revalue existing swaps using the discounting curve of your choice for USD, EUR, GBP, JPY and CHF ...

more

Sabr Swaption Pricer

Please feel free to download our Excel SABR Swaption Pricer.

You will be able to use the SABR model applied to Swaptions. It does also include a calibration process, allowing you to input market prices in order to compute SABR parameters.

more




Latest News

  • 2015-06-03- Release of
    PubNub Excel
    AddIn
    2015-01-01- Moving East
    To the Philippines
    2013-06-18- Our Demo Risk Management Web Site is live. Check it out at nitrox.biz
  • 2012-05-23- Swap
    Cancellation Pricer available
    for Trial, download in
    PRODUCTS/Swap Cancellation.
    2011-09-01- Big Party
    10th anniversary of
    NitroX Consulting
    2011-08-01- 2008 is Back
    Interbank credit confidence
    crisis strikes again