Projects Tagged: "Csharp"

Projects

Tradeweb - A $5.5-Million Dollar Annual Hedge Cost Avoidance for Rocket Exchange

2024-02-15

By integrating with Tradeweb, Capital Markets users can seamlessly capture and approve accurate, real-time TBA prices from the go-to source for TBA prices. This is crucial for generating accurate Rate Sheets and effectively hedging our loan pipeline to a tune of $5.5 million in annual hedge cost avoidance.

Durations - A $6-Million Dollar Inch with Simplified Duration Management for Rocket Exchange

2023-04-02

As markets move, interest rates move. As interest rates rise, the value of existing lower interest rate bonds like mortgage-backed securities decrease. This relationship between how bond values and interest rate changes is called “duration,” and is a key metric used by the secondary market to make investment decisions.

PriceX

2021-01-01

State of the art pricing engine for Capital Markets Pricing Desk.

ERB - English Rules Builder

2013-03-05

ERB (English Rules Builder) is another rule engine I created to allow business analysts to write rules for Marketing to be processed by Mobius.

Rock Framework

2008-01-01

Rock Framework is a collection of utilities and functionality that .NET engineers use to build applications.