The flexibility of the service ensures that a variety of deal types are supported.

Including:

• single tranche and multiple tranche CDO
• single tranche and multiple tranche CDO2
• unrated tranches
• dual-rated tranches
• long/short tranches
• forward starting tranches
• on different types of CDS and ABS
• with optimizable capital structure

The system supports a choice of correlation techniques, including base, blended base or compound and can be interpolated linearly or with cubic spline.