The flexibility of Galapagos Structurer ensures that a wide range of highly tailored structured credit products can be created.

These include:

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

These can be priced using a variety of correlation techniques including base, blended base or compound, and interpolated either linearly or with cublic spline.