Instrument Coverage
FinanceGear covers a wide range of instrument classes,
all of which can be used simultaneously in any portfolio.
Equity and Indices
- Shares
- Stock futures
- Index futures
- Stock options
- Index options
- Options on futures
- Warrants
FX
- Positions in any currency
- FX forwards
- Futures on FX
- Options on FX futures
OTC Options
- Vanilla (Black-Scholes, Cox, Monte Carlo)
- Forward start
- Asian arithmetic (arbitrary fixing dates)
- Asian geometric (arbitrary fixing dates)
- Barrier
- Digital
- Lookback fix
- Lookback float
|
Fixed Income
- Bond, zero coupon
- Bond, vanilla coupon
- Floating rate bond (cap/floor/indexed, formulas)
- Convertible bonds
- Bond futures (listed, computes cheapest to deliver)
- Bond options (listed)
- Interest rate swaps
- Caps and floors
- Deposits
Money Market
- Money market futures
- Options on MM futures
Commodities
- Commodity futures
- Commodity options
Other
- Baskets (composite instruments)
|
