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Solutions & Services
Asset Classes
HedgeRx ® supports integrated market data, pricing, risk management, reporting
and FAS 133/ IAS 39/ CICA 3865 compliance for a full range of financial and commodity
derivatives and underlying asset and liability exposures. Our component-based design
allows us to offer the mix of asset classes that the client needs.
Below is a summary listing of asset classes and representative instruments covered.
As we are continuously expanding our coverage, please contact a Reval representative
at info@reval.com for a complete listing.
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Class
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Coverage
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Derivatives
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Exposures
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Interest
Rate
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LIBOR, Treasury, Basis
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Swaps, Caps, Floors, Swaptions, Cancelable Swaps, Treasury Locks, FRAs
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Money Markets, CP, CDs, Bonds, Notes, Loans
Cancelable, Bullet, Discount/Premium, Amortizing, Compounding
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Foreign Exchange
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Major and Minor Currencies
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Spot, Forwards, Forward Strips, Non-deliverable Forwards, Swaps, Options
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Foreign Currency Anticipated Purchases and Sales, Firm Commitments, Assets and Liabilities
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Energy
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Natural Gas, Electricity, Oil, and Oil Products
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Swaps (including Basis), Options (including OTC Exotic), Swaptions, Exchange-Traded
Futures and Options, OTC Forwards
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Energy Anticipated Purchases and Sales, Firm Commitments, Assets and Liabilities,
Basis Locations
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Metals
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Precious, Base, Strategic
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Swaps (including Basis), Options (including OTC Exotic), Swaptions, Exchange-Traded
Futures and Options, OTC Forwards
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Metal Anticipated Purchases and Sales, Firm Commitments, Assets and Liabilities,
Basis Locations
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Agriculturals
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Soft Commodities, Grains, Livestock
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Swaps (including Basis), Options, Swaptions, Exchange-Traded Futures and Options,
OTC Forwards
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Agricultural Anticipated Purchases and Sales, Firm Commitments, Assets and Liabilities,
Basis Locations
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Asset Classes
