NitroX Web Based Risk Management System
Welcome to the demo web site of the NitroX System.
Login / Register for the Demo
This system is web based, using a java core technology (Apache/Tomcat).
It can obviously be deployed on an VPN network, this system is currently under development
Market Parameters and Discounting
The discounting can be set by the user.
The FRA of any Interest Rate Index are first discounted using the OIS curve ( or LIBOR 3M if the OIS does not exist)
This will allow the system to compute any FRA as they are priced by the market makers (Trades placed with LCH Clearnet).
For the OIS FRAs, the central bank meeting dates are taken into account.
You can Graph all the different FRAs and zoom to see the turn of year impact,
you need to register
in order to be able to modify the Market Parameters