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Fidessa LatentZero extends asset class coverage for derivatives

Posted: 08 June 2009

Fidessa LatentZero has further expanded derivative instrument coverage in the Capstone suite of solutions.

Capstone now handles nearly 30 different types of derivative contracts, having added equity OTC derivatives to its existing range of fixed income and FX contract types.

As a result of the recent developments, users of Capstone can now model and manage OTC equity options, equity swaps, total return equity swaps and dynamic equity baskets alongside more traditional asset classes in a single integrated environment. This offers users greater choice and flexibility over the strategies they use, including the popular 130/30s which can be traded using dynamic equity baskets. Together with the existing exchange-traded functionality in Capstone Minerva, Fidessa LatentZero's order and execution management system (OEMS), the latest developments in OTC derivatives gives Capstone users complete coverage of fixed income, foreign exchange, equities, commodities and commodity indices.

Derivatives users can choose from a number of derivatives pricing sources. Derivatives are tightly integrated with Sentinel, Fidessa LatentZero's pre-and post-trade compliance solution, to aid compliance with UCITS III and other relevant regulations. Users can also drill down into their exposures, which are displayed in Tesseract, Capstone's portfolio modelling and decision support tool, to enhance counterparty and credit risk management.

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