TS-EXPERT ® 

 

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).

TS-Expert can:

▷ 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