Capital: The Future of Bond Structuring Has Arrived

The first ever comprehensive financial structuring tool for bonds, derivatives, and investments, Capital integrates powerful optimization algorithms with multi-factor risk factor simulations. Capital is simply the most comprehensive tax-exempt debt structuring tool ever created.

• Start with complete existing capital structure position including bonds, derivatives (swaps, swaptions, caps, floors, barrier and basis options, and many others), and investments.
• Select up to three different fixed rate series, along with up to seven new debt modes (variable rate bonds alone, or fixed/variable plus a derivative) from which to solve the Capital problem.
• Patent-pending non-linear optimization algorithms explicitly incorporate risk constraints into the solution. In this way, solutions minimize expected borrowing cost but without exceeding a specified risk tolerance.
• Extremely flexible constraint parameters provide for extensive customization and fine tuning.
• Summary and detailed output schedules and charts allow quick inspection of solutions.