Financial Instruments
PolyPaths’ solutions are supported by trading-quality models and analytical tools that enable users to manage interest rate, volatility and credit-sensitive positions for a wide variety of financial instruments across the trading lifecycle.
| FIXED INCOME SECURITIES | LOAN CONSUMER MORTGAGES | DERIVATIVES |
|---|---|---|
| Treasury,Agency,Corporate | Loan Portfolios | Swaps |
| * Callable, Putable | Mortgage Servicing Rights | * Interest Rate |
| * Sinking Fund | Commercial | * Asset |
| * Fixed and Floating Rate | Non-Mortgage Consumer | * Totel Return |
| Municipal Bonds | Inter-Bank Loans | * Currency |
| CPI-Linked Notes | Swaptions | |
| Fixed Rate Pass-Throughs | * European | |
| * TBAs | * Bermudan | |
| * Specified Pools | * American | |
| * Hypothetical Issues | Caps and Floors | |
| ARMs and Hybrids | Options | |
| * CMT, LIBOR, COFI, MTA and other indices | * Futures | |
| * Interest Only | * Bonds | |
| * Negative Amortization | * Mortgage | |
| CMOs | * Currency | |
| * Agency and Whole Loan | * CDS | |
| * All bond types – fixed, float, inverse, IO, etc. | Futures | |
| ABS | * EuroDollar | |
| * Home Equity | * Fed Fund | |
| * Credit Cards | * Treasury | |
| * Auto Loans | *Swap | |
| * Student Loans | Credit Default Swaps | |
| * Reverse Mortgages | * Single Name Corporate | |
| CMBS | * Index Tranche | |
| Structured Notes | * ABCDS | |
| * Callable Cap Floaters | ||
| * Range Notes | ||
| * Prepay-linked Notes | ||
| * Index Amortizing Notes | ||
| and much more… | ||
| Bank Term Loans | ||
| User-Defined Bonds |