Financial Instruments

PolyPaths' solutions are supported by trading-quality models and analytical tools that enable users to manage interest rate, volatility and credit-sensitive positions for a wide variety of financial instruments across the trading lifecycle.

Fixed Income Securities

Loans Consumer Mortgages

Derivatives

Treasury, Agency, Corporate Bonds (Multi-currency)

Callable, Putable
Sinking Fund
Fixed and Floating Rate

Municipal Bonds

CPI-Linked Notes

Fixed Rate Pass-Throughs

TBAs
Specified Pools
Hypothetical Issues

ARMs and Hybrids

CMT, LIBOR, COFI, MTA and other indices
Interest Only
Negative Amortization

CMOs

Agency and Whole Loan
All bond types – fixed, float, inverse, IO, etc.

ABS

Home Equity
Credit Cards
Auto Loans
Student Loans
Reverse Mortgages

CMBS

Structured Notes

Callable Cap Floaters
Range Notes
Prepay-linked Notes
Index Amortizing Notes

and much more...

Bank Term Loans

User-Defined Bonds

  Loan Portfolios (imported   in  replines or stratified)

  Mortgage Servicing Rights

  Commercial

  Non-Mortgage Consumer

  Inter-Bank Loans

Swaps

Interest Rate
Asset
Total Return
Currency

Swaptions

European
Bermudan
American

Caps and Floors

Options

Futures
Bonds
Mortgages
Currency
CDS

Futures

EuroDollar
Fed Fund
Treasury
Swap

Credit Default Swaps

Single Name Corporate
Index Tranche
ABCDS

Currency Forward

FRAs

CMM
LIBOR
CMT