The following list is a small sampling of the types of deals for which Prism Valuation currently provides valuations to clients. Our flexible infrastructure allows us to handle most flavours of any OTC derivative or complex security and we are always adding new structures to our capabilities.

Interest Rates

swap, XCCY swap, basis swap, FRA, NDF, cap, floor, swaption, bermudan swaption, callable zero, callable step-up, callable inverse floater, callable range accrual (libor, CMS, CMS spread…), callable capped floater, trigger swap, ratchet, callable CMS spread options, basis swap, cross-currency swap, diff swap, quanto swap, index amortizing swap, autocallable, barrier swap, chooser cap, variance swap, digital cap, digital swaption, target redemption notes (tarn), snowball, snowbear, snowranger, thunderball, quantos, including callable quantoed structures, hybrids.

Inflation

swap, cap, floor, swaption, hybrids.

FX

forward, swap, vanilla option, power reverse dual callable (prdc), power reverse dual triggerable (prdt), digitals, barriers, knock-outs, range accrual, FX baskets, rainbow options, lookback option, average strike option, variance swap, variance option, correlation option.

Equities

total return swap, vanilla option, basket option, index and single stock digitals / barriers / knock-outs, autocallable, cliquet, mountain range options (himalaya, altiplano, everest, …), napoleon, arithmetic averaging option, geometric averaging option, compound option, reverse convertible, power option, chooser option, autocallable, variance swap, variance option, dispersion swap, hybrids.

Commodities

total return swap, vanilla option, baskets, hybrids.

Hedge Funds / Managed Funds / Mutual Funds

baskets, CPPI structures.

Credit

CDS, asset swap, equity default swap, constant maturity CDS, bespoke and index CDO, CPDO, CDO-squared, basket default swap, x–to–y to default basket, single name swaption, credit spread option, hybrids.