Congruent Calculations™

Developed and maintained by Congruent* for use by our own consultants, our software is designed to meet the needs of a wide range of financial and risk reporting requirements providing accurate and compliant calculations in line with the most up to date accounting and regulatory standards.

The software is available on a secure cloud platform under licence with full support and training.

  • Intuitive, scenario-led inputs and data checks.
  • Full audit trail where all runs uniquely referenced, stored and accessible.
  • Centrally managed updates via secure replication.
  • Standard and bespoke report generation.

The software is used on a daily basis by our own consultants and are also available for you to use under licence.

Our software supports the following derivatives products:

  • Fixed-Float Interest Rate Swaps e.g. LIBOR or UK Base Rate Swaps
  • Float-Float Basis Swaps e.g. 1M vs 3M Basis Swaps
  • Interest Rate Options e.g Cap, Floor or Collars (Linear or Digital)
  • Interest Rate Swaptions e.g. Payer / Receiver Swaptions (Cash or Physical)

Our calculation engines cater for bullet or amortising profiles and value derivatives contracts that are subject to collateralisation agreements i.e. using OIS discounting methodology.

*Congruent Calculations is owned by Congruent Risk Limited and licensed to the Congruent group of companies. See our business information.

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Congruent Calculations™ Cloud Platform (beta service)

 

 

 

 

 

 

 

 

 

 

 

 

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