Valuations

The valuation of financial instruments has become an issue for many organisaction with the introduction of international accounting standard IAS 39 and the associated Australian standard AASB 139. Applied Financial Diagnostics has comprehensive capabilities for the valuation of financial instruments.

We can provide software solutions for your internal use. We also offer a full valuation service whereby we supply valuations of your instruments at regular intervals.

Our services cover 'vanilla' instruments such as:

• Foreign exchange forwards and options
• Interest rate swaps, caps and floors and swaptions
• Equity options
• Commodity swaps, options and swaptions

We also provide a sophisticated modelling capability to price exotic interest rate derivatives such as:

• Bermudan swaptions
• Power reverse dual currency swaps and bonds
• Contant maturity style swaps
• Step ups

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