The Devon Derivatives System [Devon Systems International Inc]

The Devon Derivatives System gives users a totally integrated solutionfor analyzing, consolidating, and controlling risk through its openarchitecture, common database, and common methodology for all derivativeinstruments. Within the Devon Derivatives System, specific functionalmodules provide appropriate treatments for swaps, caps/floors, and OTCoptions (including exotics) on currencies, equities and commodities,swaptions, debt options, exchange traded options and futures, and FRAs.The Devon Derivatives System integrates front, middle, and back-officeprocessing while delivering inbound and outbound gateways to users'banking and management information systems, and external data providersand users.The Devon Derivatives System includes theoretical pricing and dealeraids, position keeping, online revaluation, portfolio "what if"simulations, hedging alternatives, trading and counterparty limits, andrealtime datafeed.The Devon Derivatives System has recently been expanded to utilize aSybase database.

Language: APL
Source Avail: No
Product Special Handling: APL*PLUS
Operating Systems: Solaris Sparc 1.0,2.0,2.1,2.2,2.3

Devon Systems International Inc
510 Walnut St Suite 900
Philadelphia, PA 19106-3609
USA
Phone: (215) 627-3800
Fax: (215) 627-3800

Investment Management

The Devon Derivatives System

Devon Systems International Inc