FMR Struct

FMR STRUCT is a software package that allows one to evaluate a wide variety of structured securities, with reference to pricing as well as a larger analysis. It is an advanced and powerful system, but above all it is a flexible and concise system.

It is concise because it is able to clearly underline and summarise the value of the different securities’ components, obtained from the great amount of information used in the calculations.

It is flexible and easily to use because it is based on an Excel interface, as are FMR Consulting’s best products.

The application is composed of two components, a database and an Excel worksheet. The database allows storing the securities that are created, built or produced. For the evaluation, the system is based on different implements of mathematical models and on a set of financial libraries and functions which focus on the Excel interface.

All the system may be linked to, with real time reply, any platform and so to the related contributors. With FMR STRUCT, it is possible to analyse structured securities that are above all based on rate derivatives basic instruments, such as cap and floor, swaptions, and Bermuda options.

FMR STRUCT is the best system to evaluate Reverse Floater, Constant Maturity Swap and Reverse Swap but also Index Linked, convertible and reverse convertible securities.

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