Posts related to the application data model
The constant maturity swap (CMS) is one instrument type that users frequently have trouble configuring correctly.
This document walks through the correct booking of a CMS, and how to reconcile the projected resets to the breakeven rate on the underlying forward-starting swap.
Findur does not support importing the dividend yield on equity indices out-of-the-box.
In this paper we describe a method to import dividend yields. The method described is powerful, and can be quickly and easily customized if necessary.
As it stands, the solution delivers significant benefits to users that demand an easier, more reliable, secure, and transparent solution to control pricing of a portfolio of equity index derivatives.
On the face of it, a repo seems like a simple instrument. But much can happen between the start and maturity of a repo.
This paper includes some of the difficulties that analysts may encounter capturing the terms and conditions, and supporting the lifecycle events, including trade extracts and system integration.
Sim Tasks are a business object in Openlink’s system that handles end-of-day and ad-hoc simulations.
Compared to the previous method, sim tasks are easy to create on-the-fly via API for a newly created portfolio.
Sim tasks are also easy to execute from the desktop and via API.
Findur has two methods to model benchmarks: a model portfolio or an index. In this paper we offer a primer on Findur’s portfolio benchmarking features.
