Instrument Coverage

InstrumentCoverage

ZMdesk models all domestic fixed-income instruments, loans, deposits and derivatives. All instruments below have independent pay, receive and principle behavior. All instruments can have fixed or adjustable coupons. All adjustment frequencies are supported including daily re-pricing. Coupon adjustment can be defined by a rule or a pre-defined scheduled, and coupon schedules can be independent of the instrument’s principle schedule. The most recent listing of instrument types and attributes we cover include:

Derivatives

  • Swaptions
  • Caps and Floors
  • Asian Options
  • Euro Futures and Options
  • Treasure Futures and Options

 

Loans

  • Standard
  • Servicing
  • Student
  • Reverse
  • Modified
  • Leasing

 

Mortgage-Related (Pre-pay Options)

  • All Loans Type
  • Servicing
  • Pass-throughs (FRMs, ARMs, Hybrids)
  • CMO/ABS (using Intex Solutions, Moody’s or Yield Book)
  • PSA or CPR-linked (banded or unbanded)

 

Municipals

  • Bullet
  • Schedule Pay Downs/Sinking Funds
  • Callables

 

Non-Maturing

  • Checking, Savings and Money Market Accounts
  • Home Equity Lines 
  • Credit Cards

 

Other

  • Cash, Fixed Assets, other non-interest
  • Capital, Provision, other derived accounts
  • Non-interest Income and Expense

 

Structured

  • Optional Redemption: callable, putable, trigger
  • Redemption Decision: bond value or swap value
  • Principal Amortization: linear, scheduled, pre-payable
  • Coupon Features: stepped, inverse, dual-index, caps/floors, range floaters, range accrual

 

Simple (No Options)

  • Bullet
  • Standard Amoritizing
  • Scheduled Amortizing
  • PSA or CPR-linked Amortizing

 

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