Origin derivatives Pricing System is a leading front office pricing system being used by several leading banks. ODPS can price several asset classes such as Interest rate, Foreign exchange and supports vanilla IR swaps, FRAs, Forward start IR swap, CMS spread, Capfloor Collar, digital cap/digital floor, range interest rate swap, quanto swaps, Swaptions, cross currency swaps etc.

Origin Derivatives Pricing System consists of a set of sample Microsoft Excel spreadsheets and library of derivative functions. The users can modify the sample spreadsheets and develop their own spreadsheets with the help of library of derivatives functions made available. This makes it easier for the user to price / Mark to Market complex structured products.

Origin Derivatives Pricing System (ODPS) brochure