Making the right decisions: we make it easy with the LPA Portfolio Analyzer.

With the LPA Portfolio Analyser, credits and derivatives can be examined and analysed from all sides. Figures regarding notional structure are available as well as cash flows, interest rates and financial ratios.

Figures regarding notional structure

  • Notional structure (outstanding)
  • Notional structure (smoothed)
  • Period Delta (outstanding)
  • Period Delta (smoothed)
  • Maturity Structure
  • Start Notional
  • Notional on the IRA Date
  • Number of IRA Dates

Cash Flows and Interest Rates

  • Interest Cash Flows
  • Interest Cash Flows (smoothed)
  • Notional Cash Flows
  • Interest Rates
  • Interest Rates (smoothed)
  • Exercise & Trigger decisions

Financial Ratios

  • NPV (Net Present Value)
  • GPV (Gross Present Value)
  • Outstanding Notional
  • Par Rate
  • Par Spread
  • Effective Duration
  • Euro Duration
  • Vega

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