SmartModels Stage II: Targeted Analysis for Structure Comparison

stage2The first derivative structuring tool for long horizon decision-making, Stage II provides detailed analysis of the interest rate models as inputs into exploring the performance of two cash flow structures. By changing various features of the structures, a proprietary cash flow solution can be utilized to solve for a variety of problems. In addition, the dual graphic user interface provides visual intuition behind the rate model and the cash flow solution.

  • Includes scenario and cash flow solution calculation types.
  • Scenario analysis offers up to 30 different rate environment scenarios.
  • Proprietary RiskTarget™ technology allows user to minimize one of 10 cost or risk variables by determining optimum instrument size or structure.
  • Rate Viewer applications provide powerful visual representations of rate simulations.
  • Custom swap structure provides for flexible formula-driven cashflow payoffs.
  • First-of-its-kind cashflow solution solves for derivative by changing the size or parameters of the cash flow structure.

Model with the power of SmartModels™ now.