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OTC Derivatives Pricing Models

TOPS Inflation
TOPS Inflation is a suite of models for pricing and hedging inflation bonds and inflation swaps, which have cash flows tied to inflation.

The product line includes an inflation yield curve generator, as well as a model for each of the four major types of bonds and swaps traded. These are:

All models satisfy requirements for ASC 815, FASB 133, FAS 157, IAS 39 and CICA 3865. Customized TOPS deal entry and deal valuation screens come with the purchase of each model. Models may be purchased separately, as an entire suite, or as a partial suite. Ask about our generous Multiple Model Discount Program.

 

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