OTC Derivatives Pricing Models

TOPS Equities

TOPS Equities is a suite of 32 multi-functional, high-end models for valuing all types of equity derivatives including: plain vanilla, accrual swaps, asians/averages, barriers/knockins/knockouts, baskets, rainbow better, rainbow worse, choosers, equity swaps, equity swaptions, convertible bonds, digitals/binaries, digital quantos, options to exchange, outright forwards, ladders, lookbacks, options on installment options, compound options, quantos, spreads, installment/pay as you go option, strips of plain vanilla options.

TOPS Equities provide three types of dividend payouts: Yield, for continuously paid dividends that are a percentage of the stock price; Relative, for discrete dividends that are a percentage of the stock price; and Absolute, for discrete dividends that are a given dollar amount regardless of the stock price.

All models satisfy requirements for ASC 815, FASB 133, FAS 157, IAS 39 and CICA 3865. 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 Equities Model List:

Fixed Rate Asset Accrual / Range Floater, Floating Rate Asset Accrual / Range Floater, Asian / Average Price, Asian / Average Strike, Strip of Asians / Averages, Barrier, Basket, Better of Two, Chooser, Equity Swap, Equity Swaption, Convertible, Yield Curve Generator, Digital, Digital Quanto, Eurodollar Convexity Adjustment, Option to Exchange, Forward, One Dimensional Interpolation, Two Dimensional Interpolation, Ladder, Lookback Price, LookBack Strike, Pay As You Go / Installment, Compound Option / Option on Option, Quanto, Spread Option, Plain Vanilla Option, Strip of Plain Vanilla Options, Worse of Two