Instrument
Swaps
Commodity swaps & IRS — structured for clarity.
Ryxon's Swaps module handles commodity swaps, interest rate swaps, and basis swaps with full pay/receive leg management. Transparent cashflow scheduling, curve-based revaluation, and scenario testing make complex swap portfolios manageable.
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Core Capabilities
Pay/Receive Leg Management
Define fixed and floating legs with independent pricing, reset, and payment schedules. Support for averaging and compounding.
Curve-based Revaluation
MTM using forward curves, discount curves, and spread curves. Supports bootstrap, interpolation, and curve construction.
Cashflow Scheduling
Complete cashflow calendar with net settlement amounts, accruals, and payment tracking.
Basis Swap Support
Model basis swaps between locations, grades, or indices. Track basis risk and convergence.
Counterparty Management
Track swap exposures by counterparty. Credit risk metrics and netting agreement support.
Scenario Testing
Parallel shift, twist, and custom curve scenarios. Test swap portfolio sensitivity to rate movements.
Use Cases
Platform Modules Used
Protect margins. Control hedging risk.
Join leading commodity trading firms using Ryxon to manage derivatives exposure across energy, metals, agriculture and FX.
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