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Savvysoft’s newest product. TOPS Credit is capable of handling many types of credit derivatives, including Total Rate of Return Swaps, Credit Default Swaps, Credit Linked Notes, Credit Spread Options and others. In addition to letting the user specify the probability of an issuer default, TOPS Credit can also base its calculations on the probability of counterparty default, and the correlation between these two probabilities. The probabilities may be functions of time, interest rate levels and stock price levels, giving the user an unprecedented level of control over their credit derivatives valuations. All models are Y2K compliant, and satisfy requirements for FASB 133. Customized TOPS deal entry and deal valuation screens come with the purchase of each model. Models may be purchased separately, as an entire suite, or as a partial suite. Ask about our generous Multiple Model Discount Program. TOPS Credit Model List: TRORS, Credit, CreditSwap, CreditSpread, CreditProb, CreditProbAll |
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