Deployable IRS Software allows users to calculate margin on IRS products.
Users can chose between batch mode and service mode.
Batch Mode: run a large number of portfolios in a single request.
Service Mode: make margin call into their local instance of web-service.
Additionally, both batch and service mode support historical margin analysis and incremental margin analysis.
Historical margin analysis: allows user to margin a portfolio using multiple historical market data sets.
Incremental margin analysis: allows a user to add positions to a previously margined portfolio and take a new margin without requiring re-margining of the entire portfolio.
Supports the following OTC IRS products
- Vanilla
- Basis
- OIS
- FRA
- Zero Coupon
- Swaption
Supports limited Futures and Options to combine with IRS portfolio to minimize margin requirement
See the pages below for more information on Deployable IRS Software.
- Download and Install
- Run IRS Deployable in Batch Mode
- Run IRS Deployable in Service Mode
- IRS Deployable Margin Software Release Notes