Asset Allocation
A projection tool to find optimal allocations of assets under a mean-variance framework. Find the optimal portfolio, efficient frontier and covariance matrix, as defined by Markowitz portfolio theory
A projection tool to find optimal allocations of assets under a mean-variance framework. Find the optimal portfolio, efficient frontier and covariance matrix, as defined by Markowitz portfolio theory
Vol and Swap Pricer
Price Swaps and Swaptions using Citi's proprietary derivative calculator and pricing models. Import customized lists of derivatives. Generate prices and analytics using the latest rates and volatility surfaces
Price Swaps and Swaptions using Citi's proprietary derivative calculator and pricing models. Import customized lists of derivatives. Generate prices and analytics using the latest rates and volatility surfaces
Swap Curve Analyzer
Analyze Swap Curve Relative Value by customizing the curves you want to see and selecting the metrics you care about, including carry and roll-down. Select from Par, Fwd, CMS and CMS Spreads
Analyze Swap Curve Relative Value by customizing the curves you want to see and selecting the metrics you care about, including carry and roll-down. Select from Par, Fwd, CMS and CMS Spreads
Vol and Swap Pricer
Price Swaps and Swaptions using Citi's proprietary derivative calculator and pricing models. Import customized lists of derivatives. Generate prices and analytics using the latest rates and volatility surfaces
Price Swaps and Swaptions using Citi's proprietary derivative calculator and pricing models. Import customized lists of derivatives. Generate prices and analytics using the latest rates and volatility surfaces
