TOPS Equities

TOPS Equities is a suite of 32 multi-functional, high-end models for valuing all types of equity derivatives including: plain vanilla, accrual swaps, asians/averages, barriers/knockins/knockouts, baskets, rainbow better, rainbow worse, choosers, equity swaps, equity swaptions, convertible bonds, digitals/binaries, digital quantos, options to exchange, outright forwards, ladders, lookbacks, options on installment options, compound options, quantos, spreads, installment/pay as you go option, strips of plain vanilla options.

TOPS Equities provide three types of dividend payouts: Yield, for continuously paid dividends that are a percentage of the stock price; Relative, for discrete dividends that are a percentage of the stock price; and Absolute, for discrete dividends that are a given dollar amount regardless of the stock price.

All models are Y2K compliant, and satisfy requirements for FASB 133. Customized TOPS deal entry and deal valuation screens come with the purchase of each model. Models may be purchased separately, as an entire suite, or as a partial suite. Ask about our generous Multiple Model Discount Program.

TOPS Equities Model List:

AssetAccrual, AvgPrice, AvgPriceLTW, AvgStrike, AvgStrip, Barrier, Basket, Better, Chooser, EquitySwap, EquitySwaption, Convertible, CurveGen, Digital, DigitalQuanto, EDConvex, Exchange, Forward, Interp, Interp2D, Ladder, LookBack, LookBackRoll, LookBackS, OpInst, OpOp, Quanto, Spread, StdInst, StdOpt, StdStrip, Worse