Financial Instruments

DECIDE's trading, position keeping and risk management modules support a wide range of exchange traded and OTC financial instruments across asset classes
• equity instruments
• interest rate instruments
• FX and MM instruments

Besides cash instruments DECIDE focuses on plain vanilla derivatives, advanced derivatives such as exotics and convertibles as well as complex structures

The DECIDE product familiy provides for a dedicated module supporting structured derivatives. This modules allows for an easy generic definition and pricing of complex instruments built of basic instruments covering a wide variety of structures cross asset classes.

The module's "product composer" enables your financial engineers to freely define structured products by combining cash flows of single or multiple indexes / underlyings and of different types into the new instrument specified in your term sheet. Option rights as well as (multiple) knock-in or knock-out features may be added. A generic pricing engine which is based on a comprehensive library of proven and of more innovative mathematical models will calculate prices under actual market conditions or for given market scenarios. Structured products are seemlessly integrated with DECIDE's management engine especially with the risk factor universe of market risk calculations.