Avidsoft - Fixed Income Trading System Expert

Avidsoft Limited

We design advanced computer systems for Fixed Income

Pricing
Arbitrage
Deal Entry
Position Keeping/Analysis
Profit/Loss Calculation and projection
Risk Monitoring

Flagship Product - IRAS

Interest Rate Arbitrage System - IRAS covers various products including:

Interest Rate Swap (IRS), IMM dated swap e.g. Mar Mar 02
FX Swap (e.g. USD/HKD, EUR/JPY), Cross Currency Swap, Basis Swap
Cash Loans
Forward Rate Agreement (FRA) and Interest Rate Futures.
USD Treasury Bills/Bonds/ Corporate Fixed Rate Bonds
HKD Exchange Fund Bills/Notes
HKD 3-Year Exchange Fund Notes Futures

In all these products, IRAS supports:

Automatic Yield Curve Construction (Intelligent Bootstrapping)
Plot/compare different products/currency yield curves in 1 chart
Zoomable Charts
Visual Pricing
Track any Curve changes and Spread changes and price them visually
Yield Curve Projection - Hint to directional and spread trade
Spread Analysis - Hint to Cross Product, Cross Currency Spread Trade
Auto pricing of Non-Benchmark and odd dated forward-forward
Odd Dated Periods calculator
Multi-directional pricing
Constant Bid-Ask Spread
FX Swap /NDF / Cross Currency Swap / Basis Swap
Fixed Rate Notes/Bonds
Repo and Forward settled Notes calculation
3-Year Exchange Fund Notes Futures
IRAS supports global team
IRAS can link to REUTERS/BLOOMBERG/BRIDGE/EXCEL

If you would like a FREE 2-MONTH TRIAL, please email: sales@avidsoft.com

Contact Information

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