Risksvr™ Coverage

Risksvr™ is designed around OO Generic probability weighted  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, Risksvr™ prices the following products, however any type of product can be hooked up as a standard dynamic or shared library.

Equity 
Equity.
Mutual Fund.
Equity with Beta on Index .
Convertible Bond with callable/putable features
Reverse Convertible
Warrant 
Equity Index Forward 
Equity Index Option 
Equity Digital Option 
Equity Barrier Option 
Equity Double Barrier Option 
Average Price Index Option 
Average Strike Index Option 
Equity Swap 
Equity/Fixed IR Swap 
Equity/Float IR Swap 
Quanto Quantity Adjusted Option - With or Without FX-Fwd Hedge.
Quanto Barrier 
Quanto Asian 
Quanto Digital 
Quanto Swap 
Rainbow Asset. Better of 2 Assets 
Chooser Option 
Cliquet/Ratchets. Forward Start Options. 
  
  
  
  
Commodity  
Commodity 
Commodity Future 
Commodity Option 
Commodity Future Option 
Commodity Digital Option 
Commodity Barrier Option 
Commodity Double Barrier Option 
Average Price Commodity Option 
Average Strike Commodity Option 
Commodity Swap 
Commodity/Fixed IR Swap 
Commodity/Float IR Swap 
  
  
Foreign Exchange 
Foreign Deposit.
Foreign Exchange Spot 
Foreign Exchange Outright Forward 
FX Option 
FX Swap 
FX Digital 
FX Look-back 
Barrier FX Option 
Double Barrier FX Option 
Average Price FX Option 
Average Strike FX Option 
FX Compound Option 

  
Interest Rate/Fixed Income
  
Cash / Cash-Flow 
Forward Cash 
T-Bill, STRIP, Discount 
Money Market Futures 
Money Market Futures Option 
Term-Deposit 
Bond Cash 
Bond Forward 
Bond Futures 
Inflation Indexed Bond 
Callable/Putable Bond, 
European Bond Futures Option 
OTC Government Securities Option 
FRN- Floating Rate Notes.
FRA- Forward Rate Agreement 
Interest Rate Cap 
Interest Rate Collar 
Interest Rate Floor 
Binary Cap 
Binary Floor 
European Barrier Cap 
European Barrier Floor 
Constant Maturity Floor 
IRS- Interest Rate Swap 
Forward Start Swap 
Basis Swap 
Differential Swap 
CMS - Constant Maturity Swap 
CIRS - Currency Interest Rate Swap 
IAS.- Index Amortizing Swaps 
Swaption - Interest Rate Swa Option 
Binary Swaption 
Barrier Swaption 
Basis Swaption 
Currency Interest Rate  Swaption 
Constant Maturity Swaption 
Compound Swaption 
Range Floater 
Basket Option 
  
    
  
Special 
Arrow-Debreu State Spaces Taylor expansion contracts (delta, Gamma, Theta, Lambda, Vega exposure expansion).  
Duration Based Average Expected Exposure.   
  
Credit  
Credit related instruments include spread and Rating event hookup.
Firm Commitment 
Forecast Exposure 
Net Investment 
Brady Bond 
Fixed Rate Letter Of Credit   
Fixed Rate Line of Credit 
Fixed Rate Loan 
Floating Rate Letter of Credit 
Floating Rate Line of Credit 
Floating Rate Loan 
Fixed Rate Banker's Acceptance 
Floating Rate Banker's Acceptance 
Total Return Swap 
Credit Default Swap 
CLO-CDO. First to Default. IC/OC Ratios.