Resolution Pro

Resolution Pro is a financial analytics library for Excel. It calculates mark-to-market values and risk measures for commonly traded financial instruments, and is also available through an SDK.

It is published by Hedgebook, a treasury management software company, and a web-based option exists for independent valuation, treasury management and hedge accounting.

What Resolution Pro offers

• Swap pricing — zero curve construction and interest rate swap valuation.
• Options pricing — currency, equity, commodity, interest rate and exotic options.
• Bond pricing — government and corporate bonds and floating rate notes.
• Hedge accounting — support for IAS 39 and FAS 133.
• Sensitivity tool — runs scenario analysis.
• Utilities — accrual calculations, statistics, rates and discount factors.

Who it works with

Treasury teams, banks, brokers, advisers and auditors who value derivatives or validate other systems' models.

Key facts

• Delivery: Excel add-in with pre-built calculators, or SDK
• Publisher: Hedgebook