Risksvr^(tm)Engine Asset Classes

Risksvr™ is designed around generic contingent cash flow structures. This inherited hierarchy is further enhanced by separating discount and forward events which can then be compounded and / or averaged according to market and credit event triggers. Currently, RiskServer's RiskSvr(tm) engine handles internally the following products::

Note: Proprietary products & pricing models are incorporated either as static or dynamic/shared libraries with little or no impact on performance !

Product Asset Class

Equity

Commodity

Foreign-Exchange

Interest-Rate

Credit

Equity

Equity Products

Equity

Mutual Fund

Equity Future

Option on Equity Future

Equity Option

Warrant

Equity Avg Price Option

Equity Avg Strike Option

Equity Barrier

Equity-Equity Swap

Equity-Fixed Rate Swap

Equity Floating RateSwap

Quanto

Quanto Avg Price Option

Quanto Avg Strike Option

Quanto Barrier

Quanto - Float Swap

Quanto - Fixed Swap

Quanto - Quanto Swap

Quanto - Equity Swap

Equity Compo

Compo Avg Price Option

Compo Avg Strike Option

Compo Barrier

Convertible w/ Callable - Putable Schedule

Convertible Quanto w/ Callable - Putable Schedule

Reverse-Convertible

Equity Price Lookback  / Better / Worse of 2 Assets

Equity Strike Lookback / Better / Worse of 2 Assets

Equity Digital Cliquet

Equity Cliquet

Volatility Swap

Variance Swap

Equity Future

Option on Equity Future

Commodity

Commodity Products

Commodity

Commodity Future

Option on CommodityFuture

Commodity Option

Commodity Avg Price Option

Commodity Avg Strike Option

Commodity Barrier

Commodity-Commodity Swap

Commodity Fixed Rate Swap

Commodity Float Rate Swap

Commodity Default Swap

Commodity Future

Option on Commodity Future

Foreign Exchange

Foreign-Exchange Products

Foreign-Exchange Spot

Foreign-Exchange Outright Forward

Foreign-Exchange Option

Contingent Premium FX-Option

Compound FX-Option

Fix-Fix Cross Currency Swap

Cross-Currency Swap

Foreign Exchange Swap

Avg Rate Foreign-Exchange Option

Avg Strike Foreign-Exchange Option

Foreign Exchange Barrier

Foreign Exchange Double Barrier

Foreign Exchange Digital Option

Cross-Currency Swap

FX Price Look-back Better / Worse of Asset Basket

FX Strike Look-back Better / Worse of Asset Basket

Interest Rate/Fixed Income

Interest Rate Products

Amortized Loan

Bond

Bond Forward

Brady Bond

Zero Coupon Bond

Inflation Linked Bond

Bond Future

Option on Bond Future

Bond Option

Cap

Binary Cap

Barrier Cap

Constant Maturity Cap

Constant Maturity Cap w/ Barrier

Contingent Premium Cap

Interest Rate Collar

Floor

Binary Floor

Floor Barrier

Constant Maturity Floor

Constant Maturity Floor w / Barrier

Contingent Premium Floor

Cash

Forward-Cash

Interest Rate Future

Option on Interest Rate Future

Forward Rate Agreement

Floating Rate Note

Money Market Instrument

Commercial Paper

Forward Start Swap

Interest Rate Swap (IRS)

Forecasted Exposure

Diff Swap

Constant Maturity Swap

Cross Currency Swaption

Interest Rate Basis Swaption

Interest Rate Barrier Swaption

Interest Rate Binary Swaption

Interest Rate Compound Swaption

Constant Maturity Swaption

Contingent Premium Swaption

Interest Rate Swap Option

Index Amortizing Swap

Cashflow-Stream

Callable

Putable

Range Accrual

Range Note

Snowball Swap

Target Rate Redemption Bond

Credit

This class includes spread and Rating event linkup.

Credit Products

Fixed Rate Letter of Credit

Fixed Rate Line of Credit

Firm Commitment

Net Investment

Fixed Rate Loan

Floating Rate Letter of Credit

Floating Rate Line of Credit

Floating Rate Loan

Fixed Rate Bankers Acceptance

Floating Rate Bankers Acceptance

Credit Linked Note

Credit Default Swap

Total Return Swap

Credit Sensitive Bond

CDO-CLO Tranche

CDO Square Tranche

Credit Sdefault Swap Option

Equity Default Swap

Nth to Default Swap

Obligation Default

Failure To Pay

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Special

 

Special Products

Benchmark Portfolio

General Asset

Arrow Debreu State Space

Generic Contract

Multi-Legged Contract

Proprietary

Arrow-Debreu State Space Position Decomposition with Full Taylor expansion
Position Decomposition and Pooling for Credit Linked Analysis and Structuring. 
Hedging Analysis with Synthetic regression performer.
Optimal Stop Time Manager.
Compounding and Averaging Cap legs. 
Compounding and Averaging Floor legs. 
Compounding and Averaging Swaps legs. 
Compounding and Averaging Swaption legs. 

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Financial Instruments carry many risks... & rewards for those who understand them!