TradeSmart Software
Financial derivatives pricing solutions!

TradeSmart Software

TradeSmart Software

TradeSmart is a fast, accurate pricing and risk-management tool for Futures, Swaps and Options.  Importantly, the user can view the code, which is in Excel and VBA!

TradeSmart derives the fair Options price and Risk Parameters in the Commodity, Equity, Currency and Fixed Income market, see list below. The cost of TradeSmart is just $99.99!

Trade Smart Software
Trade Smart Software
Trade Smart Software Package
Price: $299.00
Price: $99.99

NEW Basel III !

  • CVaR (Credit Value at Risk)
  • CVA (Credit Value Adjustment) models
  • Basel III, Double Default approach

Standard & Exotic Options

  • American Style Options
  • Average Options
  • Barrier Options
  • Black-Merton Model
  • Black-Scholes model
  • Bond Option (with different coupon frequencies)
  • Boston Option
  • Caps/Floors (with built-in Future strip model &Forward – volatility matrix)
  • Caps/Floors with Price Matrix
  • Caps/Floors on Libor Market Model
  • Chooser Option
  • Cliquet Cap/Floor
  • Cliquet-Ratchet Cap/Floor
  • Commodity Option
  • Compound Option
  • Contingent Premium Option
  • Credit Derivatives on Das
  • Currency Option
  • Digital Option
    • Asset or nothing
    • Cash or nothing
  • Forward Start Option
  • Futures Option with premium paid up front
  • Futures Option, no premium up front
  • Geometric Brownian motion with random Poisson jumps
  • Hull-White Trinomial Model
  • Lookback Option
  • Quanto Option
  • Stock Option with continuous dividends
  • Stock Option with discrete dividends
  • Stock Option with discrete taxed dividends
  • Swapoption (with built-in Future strip model; values cash and swap settlement)
  • Swaption on Libor Market Model
  • Two color rainbow Options
    • Exchange Option
    • Option on the better of two or cash
    • Option on the better of two
    • Option on the maximum of two
    • Option on the worse of two

Swaps

  • Basis Swap
  • Cross Currency Swap
  • Differential Swap
  • Fixed-Fixed Currency Swap
  • FRA
  • Index Amortizing Swap (on Hull-White Trinomial)
  • Interest Rate Swap
  • Libor-In-Arears Swap
  • Yield Curve Swap

The swap models allow the highest degree of flexibility: They allow for amortization, different rate frequencies, broken periods, Libor spreads, different swap rates for individual periods, different day-count conventions, different interpolation methods etc. All these features can be applied individually to the fixed or floating side. The models also come with a voluntary, built-in Future strip model and help messages.

Besides the present value of the swap, the model calculates the fair swap rate, the fair Libor spread, the basis point value, the daily carry and the convexity.

TradeSmart also calculates the following Credit Derivatives:

  • Binomial Default model
  • Credit Risk as a Put on Assets of the Firm
  • Credit Spread Option model on Black-Scholes (Credit Spread as a single variable)
  • Das and Sundaram (2000) model, Pricing Credit Spread Options (European Style, American Style), Credit Default Swap, Average Spread Option
  • Jarrow and Turnbull (1995) model
  • Jarrow, Lando and Turnbull (1997) model
  • Ksendsovsky, Meissner and Kettunen (2003) model
  • Merton model (1974)
  • Merton model (1974) using Equity as Proxy
  • Credit Default Swaps (CDS)
  • Options on Credit Default Swaps (based on Black 76)
  • Options on Credit Default Swaps (based on Transition Matrices)
  • Reduced Form Equation
  • CDO valuation on OFGC (one-factor Gaussian copula)
  • CDO valuation including stochastic and local vol
Trade Smart Software
Trade Smart Software
Trade Smart Software Package
Price: $299.00
Price: $99.99