Coupon Paying Bonds

• (Multi Callable and/or Putable) Fixed Rate Bonds
• (Multi Callable and/or Putable) Step Up/Step Down Bonds
• (Multi Callable and/or Putable) Money Market Floater with Cap/Floor
• (Multi Callable and/or Putable) Constant Maturity Floater with Cap/Floor
• (Multi Callable and/or Putable) Reverse Floater with Cap/Floor
• (Multi Callable and/or Putable) Fixed-to-Floating Rate Notes
• (Multi Callable and/or Putable) CMS Spreads (Steepener)
• (Multi Callable and/or Putable) Snowball Floater (Memory/Cliquet Inverse Floater)
• (Multi Callable and/or Putable) Ratchet Floater
• (Multi Callable and/or Putable) Quantos
• (Multi Callable and/or Putable) Quanto CMS Spreads (Steepener)
• (Multi Callable and/or Putable) Quanto Spreads
• (Multi Callable and/or Putable) Volatility Bonds (Start/End and Max/Min)
• (Multi Callable and/or Putable) Switchable Fixed Rate Zeros
• (Multi Callable and/or Putable) Snowball Steepener
• (Multi Callable and/or Putable) Min/Max Steepener
• Callable Multitranche Zeros
• Autocallable Money Market Floater with Cap/Floor
• Autocallable Constant Maturity Floater with Cap/Floor
• Autocallable Reverse Floater with Cap/Floor
• Autocallable Fixed-to-Floating Rate Notes
• Autocallable CMS Spreads (Steepener)
• Average Rate Floater
• Target Redemption Notes
• Target Redemption Quantos
• Target Redemption CMS Spreads (Steepener)
• Target Redemption Snowball Floater (Memory/Cliquet Inverse Floater)

 

Zero Bonds

• (Multi Callable and/or Putable) Fixed Rate Bond Zeros
• (Multi Callable and/or Putable) Step Up/Step Down Bond Zeros
• (Multi Callable and/or Putable) Money Market Floater with Cap/Floor on Zero Basis
• (Multi Callable and/or Putable) Constant Maturity Floater with Cap/Floor on Zero Basis
• (Multi Callable and/or Putable) Reverse Floater with Cap/Floor on Zero Basis
• (Multi Callable and/or Putable) Fixed-to-Floating Rate Notes on Zero Basis
• (Multi Callable and/or Putable) CMS Spreads (Steepener) on Zero Basis

 

Swaps

• Vanilla Swaps
• (Callable and/or Putable) Constant Maturity Swaps
• (Callable and/or Putable) Amortizing Constant Maturity Swaps
• (Callable and/or Putable) General Constant Maturity Swaps
• (Callable and/or Putable) General Amortizing Constant Maturity Swaps
• (Callable and/or Putable) Snowball Swaps (Memory/Cliquet Inverse Swaps)
• (Callable and/or Putable) Ratchet Swaps
• (Callable and/or Putable) Digital Range Accrual Swaps
• (Callable and/or Putable) CMS Spread Swaps (Steepener Swaps)
• (Callable and/or Putable) Spread Range Accrual Swaps
• (Callable and/or Putable) Quanto Swaps
• Target Redemption Swaps
• Target Redemption Steepener Swaps

 

Bond Options

• Fixed Rate Bond Options (Bermudan or American)
• Options on Step Up/Step Down Bonds (Bermudan or American)
• Options on Money Market Floater with Cap/Floor (Bermudan or American)
• Options on Constant Maturity Floater with Cap/Floor (Bermudan or American)
• Options on Reverse Floater with Cap/Floor (Bermudan or American)
• Options on Fixed-to-Floating Rate Notes (Bermudan or American)

 

Range Accruals

• (Callable and/or Putable) CMS Range Accruals
• (Callable and/or Putable) Digital Range Accruals
• (Callable and/or Putable) Digital Range Accrual Zeros
• (Callable and/or Putable) Digital Spread Range Accruals
• (Callable and/or Putable) Dual Digital Range Accruals
• (Callable and/or Putable) Spread Range Accruals
• Range Accruals with Lock-In Feature
• Target Redemption Digital Range Accruals

 

Other Interest Rate Instruments

• Forward Rate Agreements (FRA)
• Caps/Floors
• Auto/Chooser Caps/Floors
• American/European/Bermudan Swaptions
• Captions/Floortions
• Switch Obligations
• Bund Futures
• Bund Future Options

 

Valuation under

• Swap Curves
• Yield Curves
• Black76 Model
• Bachelier Model
• LIBOR Market Model
• Generalized Hull & White 1 Factor Model
• Generalized Hull & White 2 Factor Model
• Black Karasinski Model
• Multi Curve 1 Factor Model

 

Convertibles

Convertible Bonds with

• Soft Call Feature
• Reset Feature
• Bermudan/American Conversion
• Bermudan/American Call Feature
• Bermudan/American Put Feature

 

Valuation under

• Black-Scholes Model
• Generalized Hull & White 1 Factor Model

 

Equity Derivatives

Vanilla Options (European/Bermudan/American)

Barrier (Quanto) Options (European/Bermudan/American)

• Up & Out Options with/without Rebate
• Up & In Options with/without Rebate
• Down & Out Options with/without Rebate
• Down & In Options with/without Rebate
• Double Barrier Out Options with/without Rebate
• Double Barrier In Options with/without Rebate

 

Path Dependent Options

• Asian Options
• Floating Strike Lookback Options
• Fixed Strike Lookback Options
• Forward Start Options
• Time-Switch Options

 

Other Equity Derivatives

• Digital Options
• Digital (Up/Down, Out/In) Barrier Options
• Digital Double (Out/In) Barrier Options
• Compound Options
• Chooser Options
• Extendible Options
• Gap Options
• Supershare Options
• Equity Futures
• Options on Equity Futures

 

Valuation under

• Black-Scholes Model
• Dupire Model (Local Volatility)
• Heston Model
• Variance Gamma (VG) Model
• Normal Inverse Gaussion (NIG) Model

 

FX Derivatives

Vanilla Options (European/Bermudan/American)

Barrier Options (European/Bermudan/American)

• Up & Out Options with/without Rebate
• Up & In Options with/without Rebate
• Down & Out Options with/without Rebate
• Down & In Options with/without Rebate
• Double Barrier Out Options with/without Rebate
• Double Barrier In Options with/without Rebate

 

Path Dependent Options

• Asian Options
• Floating Strike Lookback Options
• Fixed Strike Lookback Options
• Forward Start Options
• Time-Switch Options

 

Other FX Derivatives

• Digital Options
• Digital (Up/Down, Out/In) Barrier Options
• Digital Double (Out/In) Barrier Options
• Compound Options
• Chooser Options
• Extendible Options
• Gap Options
• Supershare Options
• Vanilla FX Quanto Options

 

Valuation under

• Garman-Kohlhagen Model
• Dupire Model (Local Volatility)

 

Other Derivatives

Inflation Linked Instruments

• Inflation Linked Floater
• (Callable/Putable) Inflation Linked Bonds
• (Callable/Putable) Inflation Linked Range Accruals
• Inflation Linked Digital Bonds
• Inflation Spreads
• Inflation Zero Coupon Swap
• Inflation Year-on-Year Swap

 

Valuation under

• Generalized Hull & White 1 Factor Model for the Interest Rates
• (1 or 2) 1 Factor Inflation Model(s)

 

Interest Rate/FX Rate Linked Instruments

• (Callable/Putable) FX Linked Bonds
• (Callable/Putable) FX Linked Swaps

 

Valuation under

• Generalized Hull & White 1 Factor Models for the Interest Rates of the involved currencies
• Garman-Kohlhagen Models for the involved FX Rates

 

Credit Linked Instruments

• Credit Default Swaps
• Total Return Swaps
• Credit Linked Notes on General Constant Maturity Floater
• Credit Linked Notes on Inflation Linked Floater
• CDO
• Basket CLN
• Nth-to-Default Note
• Nth-to-Default Swap

 

Commodity Derivatives

• Commodity Futures
• Vanilla Commodity Options
• Vanilla Commodity Quanto Options
• Commodity Barrier Options
• Commodity Quanto Barrier Options
• Commodity Double Barrier Options
• Commodity Quanto Double Barrier Options
• Digital Commodity Options
• Digital Commodity Quanto Options
• Digital Commodity Barrier Options
• Digital Commodity Quanto Barrier Options
• Digital Commodity Double Barrier Options
• Digital Commodty Quanto Double Barrier Options
• Asian Commodity Options
• Asian Commodity Quanto Options
• Forward Start Commodity Options
• Forward Start Commodity Quanto Options
• Lookback Commodity Options
• Lookback Commodity Quanto Options

 

Valuation under

• 1-Factor Commodity Model
• 2-Factor Commodity Model