Product Info

 

 

Portfolio Optimiser is a unique platform which allows users to combine securities from the Fixed Income, Floating Rate and Inflation Linked sectors, togther with vanilla and structured interest rate derivatives, in order to model and achieve investment returns. Performance can be measured versus either a given benchmark portfolio, or if cashflow immunization is the objective, against a defined schedule of liabilities. The platform allows users to establish a portfolio strategy and identify the dynamic impact of rates and credit changes over defined holding periods.