DTS provides professionals capable of providing complete coverage for:
Interest Rate Derivatives:
Covering plain vanilla swaps, caps/floors/collars (digital, binary and barrier), cash, futures, future options
and FRAs. As well as complex swaps (CMS, reverse floaters, capped, digital, quantos), swaptions
(European and Bermudan) as well as digital, binary and barrier caps/floors.
FX, MM and FX Options:
Covering FX Spot, Outright Forwards, Swaps and cash. As well as money market futures and future
options and OTC and FX Options, FX Futures and FX Future Options.
Covering fixed income government and corporate securities for G7 countries, as well as CD's,
Commercial Paper, bond options, bond futures and future options.
Mortgage and Asset Backed Securities (MBS and ABS):
Covering Derivative Solutions' calculations MBS and ABS security descriptive data, trade capture,
pricing, and hedging tools are all supported.
Covering all types of cash equities, including ADR's, GDR's and baskets alongside all vanilla exchange
traded futures and options. Also provide support for an extensive array of OTC equity derivatives and
warrants, including digitals, barrier and other exotics option structures.
Covering Default swaps, Default swaps with fixed recovery (AKA default options), Total Return Swaps
and Credit linked notes.