Boyagoda also structured the first forward rate agreement in 1994 and an asset backed security that helped generate money by using future cashflows due from a deep discount bond in 1997.
The systems provided ADIC employees with an effective way to handle different types of transactions, varying from dealing room; namely, foreign exchange Co spot, forward and swaps, money markets Co acceptances and placements, Forward Rate Agreements (FRAs), Interest Rate Swaps (IRS), futures, options, commodities, corporate banking, securities Co bonds, Mortgage Backed Securities (MBS), Asset Backed Securities (ABS), equities proprietary trading and brokerage, local shareC* It also provides more than 400 different standardized and customized reports for all levels of users.
Applications for some of the models are given for regular bonds, Treasury futures and Eurodollar futures, bond options and callable bonds, forward rate agreement, interest rate options, swaps, swaptions, mortgage securities, and default- prone corporate bonds.
By using graphs to depict the impact of a range of future interest rates on cost of funds, a useful framework is provided for comparing bank loans, note issues, swaps, forward rate agreements, futures, and caps.
The new curves are constructed with either a combination of the domicile country's cash rate data and Forward Rate Agreements or cash rates and futures data, which is part of a continual effort to reflect current market conventions in valuation methodologies.
The systems provided ADIC employees with an effective way to handle different types of transactions, varying from dealing room; namely, foreign exchange eCo spot, forward and swaps, money markets eCo acceptances and placements, Forward Rate Agreements (FRAs), Interest Rate Swaps (IRS), futures, options, commodities, corporate banking, securities eCo bonds, Mortgage Backed Securities (MBS), Asset Backed Securities (ABS), equities proprietary trading and brokerage, local shareeC* It also provides more than 400 different standardized and customized reports for all levels of users.
