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).

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TS-Expert can:

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▷ 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"

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▷ Extract complex and irregular tables

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▷ Simultaneously process multiple term-sheets and reconcile with existing booking in the database

 

▷ Output with Trade Repository format or customized format