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.

Asset Class	Instrument
Interest Rates	Amortizing Loan
Interest Rates	Cross Currency Swap
Interest Rates	Amortizing Swap
Interest Rates	Amortizing Swaption
Interest Rates	Bermudan Swaption
Interest Rates	Bond Forward
Interest Rates	Callable Asset Swap
Interest Rates	Cap Floor
Interest Rates	CMS Swap
Interest Rates	Coupon Bond
Interest Rates	Floating Rate Note
Interest Rates	IR Cap/Floor/Collar/Straddle/Strangle/Corridor/Flooridor
Interest Rates	IR DigiCap/DigiFloor
Interest Rates	IR Swaption
Interest Rates	IR Vanilla Swap
Interest Rates	IR Vanilla Swap Dual Frequency
Interest Rates	LIBOR Caplet/Floorlet (Quanto)
Interest Rates	LIBOR Digicaplet/Floorlet (Quanto)
Interest Rates	LIBOR in Arrears Swap
Interest Rates	T-Locks
Interest Rates	Futures
Interest Rates	Bond Option
Interest Rates	Callable Capped Range Accrual Note & Fixed/Floating Callable Swap
Interest Rates	CMS Digicaplet/Floorlet (quanto)
Interest Rates	CMS put (quanto)
Interest Rates	Flexi Cap
Interest Rates	Floating CMS Coupon (Quanto)
Interest Rates	Floating LIBOR Coupon (Quanto)
Interest Rates	Mandatory Termination Swap
Interest Rates	One Touch Cap
Interest Rates	Libor Ratchet (Snowball)
Interest Rates	USD CPI Indexed (Interest or Principal)
Interest Rates	Range Accrual Note
Interest Rates	Auto cap
Interest Rates	Callable Float/Float Basis Swap
Interest Rates	Formula Based (piecewise linear on 2 indexes) Callable CMS with Cap/Floor