Zeliade Spreadsheets (ZS) are fully functional spreadsheet applications focused on the pricing and calibration of portfolio of derivative products. ZS are available on 3 markets: Interest Rates, Equity and Credit (Zeliade Credit Analytics).
ZS target end-users (traders, risk officers) involved in financial derivatives.
Key characteristics are as follows:
Fully functional: allow to price and risk analyze a wide range of vanilla and exotic products
Instantly functional: work out of the box for Bloomberg and Markit clients
No mysterious model or algorithmic parameters to set: default settings work effectively
Top notch analytics: last generation calibration, pricing and sensitivity algorithms
Neat workflow: view, possibly modify and save the outputs at each stage
Spreadsheet interface: export easily to Excel-based reporting or risk aggregation systems
Albin Spinner, Head of structured trading, Standard Bank
"Zeliade Credit Analytics is using smart analytics which allow the modelling of a correlation skew in an intuitive way. The adjustment allows an accurate matching of the tranche market and at the same time does not depart fundamentally from a less refined Gaussian copula. Calibration speed and accuracy are impressive. A high quality piece of software."
Abdelhalim Fadil, Deputy Head of Market risk Management, Dexia
“Zeliade Credit Analytics is an amazing tool for traders and risk managers. It can perform all the simulations and testing that we require. Even though it is a sophisticated product, our users find it easy to use it: the excel-based interface is intuitive and the workflow is neat. Performance is also impressive: calibration is tight, even in the senior tranches, and pricing speed (within seconds) allows us to be extremely reactive. Zeliade Credit Analytics is a just a smart product! As an organisation, I would add that Zeliade Systems has always been very responsive to our specific needs.”