Pricing and Analytics
Mindwell helps you integrate your own proprietary models or
third party libraries into your trading or risk system. We focus
particularly on the life-cycle management of structured products
and exotic derivatives. The ability to model engineered products
includes the calculation of a theoretical price and the
associated analytics, but even more challenging the ability to
manage exotic payment schedules, P&L calculations, model
calibration and risk simulation.
Our consultants have extensive
experience from developing and integrating analytics for a wide
range of asset classes and derivatives such as:
 |
Convertible Bonds / ASCOTS |
 |
Power Reverse Dual
Currency Notes/Swaps (PRDC) |
 |
Target Redemption Notes
(TARN) |
 |
Callable path dependent
structures (Callable Snowballs) |
 |
Various Equity/IR and
IR/FX hybrids |
Take advantage of our
experience from designing and developing interfacing solutions
for external analytic libraries supporting the full trade life
cycle.
Mindwell solutions for
integrating analytics
|