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SD-IR: The Benchmark for Interest Rates Options
| SuperDerivatives® SD-IR is the benchmark system for interest rate options. It is the most user friendly and powerful system in the marketplace, providing real-time, accurate market prices, risk management and analytics for interest rate options in all currencies where an interest rate options marketplace exists. The 24-hour system is completely web-based and delivers market prices for an extremely wide range of options, from vanilla swaptions and caps/floors to exotic options such as Bermudan and callable structures, CMS, CMS structures and digitals. SD-IR supports a wide variety of swaps from plain vanilla swaps to numerous types of options-embedded swaps as well as cross-currency swaps, quanto swaps and BMA swaps. It also contains pre-defined structures and allows the intuitive construction of custom multi-leg structures. SD-IR includes a full historical database of market rates and volatilities, supported by analysis and charting tools. Live and historical correlation tables show the relationship of different points on the yield curve. SD-IR displays customizable real-time Volatility Surfaces of swaptions and caps/floors. It adheres to the specific conventions of each currency-market, yet it allows you to override any rate, cash flow schedule and notional, define different yield curves and easily paste cash flow information from Excel spreadsheets. SD-IR utilizes real-time market-data from trusted inter-bank market sources and is also connected directly to interest rates derivatives exchanges. In addition, SD-IR includes an elaborate set of highly-customizable rate-management screens per currency that allow users to easily review, navigate, edit, save and re-use rates. SD-IR is regularly updated with many new additions, yet it requires no installation, maintenance or upgrade procedures. The SuperDerivatives renowned helpdesk is available 24 hours a day and is staffed with trading professionals. |
  SD-IR supports a wide variety of swaps from plain vanilla swaps to numerous types of options-embedded swaps as well as cross-currency swaps, quanto swaps and BMA swaps. It also contains pre-defined structures and allows the intuitive construction of custom multi-leg structures. Extensive feedback from customers ensures that SD-IR continually evolves to remain user-friendly, highly-customizable and rich with tools and features.
SD-IR is the perfect system for both the buy-side and the sell-side. It offers numerous tools for corporations that are exposed to fluctuations in interest rates, hedge funds that speculate on yield curves and the banks who serve them. These include:
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