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Derivative Valuation 

Reval’s expansive breadth of global multi-industry clients allows us a unique perspective on the global derivative market place. Reval provides derivative valuations across major asset classes, providing breadth and depth of coverage unmatched by any SaaS platform dedicated to derivatives and hedge accounting.

Reval Instrument List for Structured Rates

Asset Class
Instrument
Structured Rates Callable CMS Cap/Floor
Structured Rates Callable Cross Currency Swap
Structured Rates Callable Dual Currency Bond
Structured Rates Formula Based (linear on 2 indexes) Callable CMS with Embedded Cap/Floor
Structured Rates Single Currency Callable Reverse Floater (Libor/CMS) with Embedded Cap & Floor
Structured Rates Callable Capped/Floored Floater
Structured Rates Callable Capped/Floored Power Reverse Dual Currency
Structured Rates Equity Index Note with Principal Protection
Structured Rates Cross Currency Callable Ratchet Inverse Floater
Structured Rates FX Basket Note
 
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