Derivatives

Plutus Analytics provides a yield curve and term structure model that one can use to price various fixed income derivatives, e.g. European swaption, Bermudan swaption, and cap/floor, etc.

The default yield curve is the LEDS curve. The Plutus Analytics platform allows users to specify their own baseline yield curves.

Plutus Analytics platform is able to price a variety of fixed income derivatives including exotic and non-standard derivatives, and generate various risk analytics. Please contact us for more information.