The first ever comprehensive public finance structuring tool for bonds, derivatives, and investments, Capital integrates powerful optimization algorithms with multi-factor risk factor simulations. Determine with one calculation your optimum, risk-adjusted debt solution from multiple debt and swap market strategies. Capital is simply the most complete 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), andinvestments.
- Select multiple fixed rate alternatives, along with up to seven new cash flow variant debt modes (variable rate bonds alone, or fixed/variable plus a swap) 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 without exceeding specific risk tolerances.
- Multiple total size and maturity level constraints provide for extensive customization and fine tuning.
- Summary and detailed output schedules and charts allow fast inspection of solutions.