SmartModels Stage II: Targeted Analysis for Structure Comparison

The first derivative structuring tool for long horizon decision-making, Stage II provides detailed analysis of the interest rate models as inputs into exploring the performance of two cash flow structures. By changing various features of the structures, a proprietary cash flow solution can be utilized to solve for a variety of problems. In addition, the dual graphic user interface provides visual intuition behind the rate model and the cash flow solution.

•  Includes scenario and cash flow solution calculation types.

•  Scenario analysis offers up to 30 different rate environment scenarios.

•  Proprietary RiskTarget(TM) technology allows user to minimize one of 10 cost or risk variables by determining optimum instrument size or structure.

•  Two separate Rate Viewer applications provide powerful 2-D and 3-D representation of rate simulations.

•  Solution Viewer applications allow users to visualize selected optimization problem, upper and lower bounds, and constraints.

•  Custom swap structure provides for flexible formula driven cash flow payoffs

•  First of its kind cash flow solution solves for derivative by changing the size or parameters of the cash flow structure.