Interest rate and Forex reporting
We value interest rate and foreign exchanges financial instruments.
You can split the components of the instruments. It means that separating intrinsic and time value or clean and dirty price is possible. Cashflows details are also available.
You can value instruments including a linear or a non-linear amortisation schedule.
You can link different instruments together into a portfolio.
This is particularly insteresting to manage your risk management strategies or to track your hedging relationships.
For that purpose, you can define instruments as underlyings or hedging instruments.