Ferential Systems Inc.
Trading and Risk Management Systems
Customizable Deal-Entry Screens
Pyramid can handle virtually any combination of deal structures. In addition, unique leg-specific flows and amortizations can be custom built in Excel and pasted into Pyramid for valuation and trade execution, or the powerful built-in calculators can be used. Each leg has customizable properties that control different aspects of the deal structuring process. Pyramid supports XML trade import/export functionality as well as Excel compatibility for completely customized cashflow structures.
Pyramid easily accommodates vanilla trade structures, cross currency trades, caps and floors, callable and extendable trades, complex structured notes, and other multiple-deal transactions from the same deal entry screen. Users can structure multiple deal transactions with many individual underlying components. The trades can be easily switched to support quick entry of back-to-back trades.
Custom- or formula-based amortization schedules can be easily built for any independent leg of a trade.
Exercise schedules for option based trades can be automatically built and customized to support custom strikes for European, American, or Bermudan style options.
Fees such as off-market, termination, broker, and fixed fees for any specified leg, are fully supported. Pyramid supports vanilla floating rate settings as well as formula based payoff models, which can include spreads.