PolyPaths' systems are designed to perform advanced analytics on a wide variety of Fixed Income securities, loans and derivatives.

Securities:

• Treasury, Agency, Corporate Bonds (Multi-currency)
  • Callable, Putable
  • Sinking Fund
  • Fixed and Floating Rate
• Fixed Rate Passthroughs
• 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
• CMBS
• Structured Notes
  • Callable Cap Floaters
  • Range Notes
  • Prepay-linked Notes
  • Index Amortizing Notes
  • and much more...
• User-Defined Bonds can be created

Loans:

• Mortgage Servicing Rights
• Loan portfolios can be imported in rep lines or be stratified

Derivatives:

• Swaps
  • Interest Rate swaps
  • Asset Swaps
  • Total Return Swaps
• Swaptions
  • European
  • Bermudan
• Caps and Floors
• Options on
  • Futures
  • Bonds
  • Mortgages
• Futures
  • EuroDolloar
  • Treasury
• Credit Default Swaps
  • Single Name Corporate
  • Index Tranche
  • ABCDS