WinDiamond is Kalahari's pricing software for FRAs and Swaps. It interfaces to all major feeds and calculating features such as convexity adjusted pricing, using volatilities either entered by the user or live from the trading platform; and pricing from long term bond yields. In addition, curves can be constructed to the user's specification from a mixture of cash, futures and long term yields. Live updates and general operations are more efficient as a result of the effective use of the latest development tools.
In WinDiamond, FRAs and IRSs can be priced from a zero coupon yield curve created from a combination of Cash, Libor, one month and three month interest rate futures, IRS and benchmark Bonds for any period between 1 month and 30 years.
The front-end interface allows information type, location on screen, size and colour to be changed quickly and accurately by the user. This includes the ability to add new instruments, build multi-currency displays and select a single or two-sided quotation.
5 key features that make WinDiamond one of the industry's most stable and reliable real-time solutions.
. Convexity Adjustments Model
. Swaps Modeller Calculator
. Swaps Scratch Pad Calculator
. Broken Dates Calculator
. Broken Dates Scratch Pad Calculator
