Supported Instruments

SDX Interest Rates has a broad and deep instrument coverage. It includes an array of instrument types including all vanilla and semi-exotic instruments and a growing list of the most sophisticated structured products in over 40 different currencies world wide. This includes some of the most nascent, high growth emerging markets in the Middle East, Asia, and Latin America.

This section lists all the instruments supported in SDX Interest Rates. For each instrument, some or all of the following information is presented:

A brief description of the instrument and how it works.

Advantages of the instrument.

This section explains why the instrument is used and who is likely to use it.

How to price the instrument in SDX Interest Rates.

The following instruments are supported:

Vanilla Swap

Cross Currency Swap

General Swap

Zero Coupon Swap

Forward Rate Agreement (FRA)

Quanto Swap

Overnight Index Swap

BMA Swap

UF Swap

UDI Swap

IMM Swap

Swaption

Forward Swaption

American Swaption

Bermudan Swaption

Swaption Straddle Strategy

Swaption Collar Strategy

Swaption Strangle Strategy

Swaption Spread Strategy

Cap

Floor

Cap/Floor Straddle Strategy

General Cap/Floor

General Cap/Floor Straddle Strategy

Quanto Cap/Floor

Quanto Cap/Floor Straddle Strategy

Cap/Floor Collar Strategy

Cap/Floor Strangle Strategy

Cap/Floor Spread Strategy

Short Term Futures

Government Bonds

CMS Swap

CMS Cap

CMS Floor

CMS Spread Swap

CMS Spread Option

Single Look CMS Spread

Knock-in CMS Cap

Knock-in CMS Floor

Knock-out CMS Cap

Knock-out CMS Floor

Zero Coupon Inflation Swap

YoY Inflation Swap

YoY Inflation Cap

YoY Inflation Floor

Cross CCY Real Rate Swap

Real Rate Swap

Cross Currency Inflation Swap

Digital Cap

Digital Floor

Digital Range Cap/Floor

Knock-out Cap

Knock-out Floor

Knock-in Cap

Knock-in Floor

Callable Swap

Range Accrual Swap

Inverse Floater Swap

Callable Inverse Floater Swap

Capped Floater Swap

Callable Zero Coupon Swap

CMS Range Accrual Swap

Inverse Floater TARN

Digital Swap

Snowball

CMS Spread Range Accrual Swap

Power Reverse Dual Currency Swap

Range Accrual Note

Inverse Floater Note

Callable Note

Callable Capped Floater Note

Callable Floater Note

CMS Range Accrual Note

Inverse Floater TARN Note

Double Period Loan

Loan

FX Linked Structures

Flippable Cross-Currency Swap

Single Leg of a Vanilla Swap

Cash Flow