Portfolio MTM and P&L Simulation and Transition Strategy Support
Discounting Impact on Swaps, Derivatives and Loans
Fair Spread Analysis for ISDA and Other Conventions
Negotiation Impact by Counterparty/CCY/Index/ Trade/Borrower/Investor
Please click on Register button to
get 7 days trial to LIBOR Express.
You can simulate upto 100 trades –
SWAP, FRA, MM, SWAPTION and IRG
in G7 currencies.
After Login, please click on settings icon to customize your source system underlying values - Trade Type, Calendar, PORS, Index, Day Count Basis, Frequency Term, Currency, Option Style, Settle Type and MM Type.
After Login, click on
Simulate Trade icon,
download CSV template, create your
trade file and upload to LIBOR Express to get simulations.