TS-Expert allows you to extract all the relevant information from a term-sheet of an OTC transaction. Available products are: Interest and FX Swap, Options, Forward and Structured Products (ELS).
▷ Treat complex payment date descriptions such as: "Semi-Annually, 1 Business Day after on every 1 May and November in each year, with the first interest payment commencing on 1 Business Day after 1 November 2019 and with interest accruing from 1 May 2019, through till 1 May 2020. Last interest payment on Termination Date accrues from 1 November 2019"
▷ Extract complex and irregular tables
▷ Simultaneously process multiple term-sheets and reconcile with existing booking in the database
▷ Output with Trade Repository format or customized format