Solirion
DERIVATIVES / FORWARDS & SWAPS

Specific cash flows.
Explicit terms.

Bilateral contract structures for specified future settlement or exchanged cash flows, with clear references and counterparty responsibilities.

Discuss forwards & swaps All derivatives
HOW THE INSTRUMENT WORKS

Forwards & Swaps

A forward fixes the terms of a transaction for a future date. A swap exchanges defined cash flows or returns according to an agreed schedule and reference. These bilateral structures require close attention to documentation, valuation, collateral and counterparty obligations.

INSTITUTIONAL FOCUS

Eligible institutional counterparties, corporate treasury teams, funds and professional portfolio managers.

APPLICATIONS

Start with a specific exposure.

01

Future conversion requirements

Assess a dated currency or digital-asset conversion against a known payment, receipt or portfolio rebalancing date.

02

Return and financing exposure

Compare agreed return-linked or financing-linked cash flows with the institution’s intended economic exposure.

03

Tailored settlement schedules

Map periodic payments, resets and maturity events to an existing treasury or investment process.

CONTRACT & BRIEFING INPUTS

Read the terms.
Define the operating scope.

Contract form
Forward, non-deliverable forward or swap; underlying, benchmark and legal counterparties.
Size and calendar
Notional, currencies, trade date, effective date, maturity and payment or reset schedule.
Price and cash flows
Agreed forward price, fixed or floating reference, spread, day-count basis and calculation agent.
Settlement and valuation
Deliverable or cash settlement, reference observation, valuation method and dispute process.
Credit and collateral
Collateral agreement, thresholds, eligible assets, netting, termination events and close-out method.
PRODUCT LIFECYCLE

From exposure to an accountable record.

  1. 01

    Map

    Identify the underlying business cash flow, exposure and settlement calendar.

  2. 02

    Structure

    Compare contract form, reference, valuation and collateral effects.

  3. 03

    Document

    Confirm counterparty eligibility, agreements, calculation responsibilities and settlement instructions.

  4. 04

    Reconcile

    Track resets, collateral and payments through maturity or documented termination.

RELATED INSTRUMENTS

Compare the product choices.

Futures

Listed contracts for defined market exposure, position hedging and the management of basis, expiry and collateral.

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Hedging & Portfolio Overlays

A portfolio-led process for comparing hedge instruments, residual exposure, implementation costs and review triggers.

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CONNECT WITH SOLIRION

Discuss your forwards & swaps requirements.

Include the underlying, approximate notional, time horizon, institution and relevant jurisdictions. Contract and service details can then be assessed for your specific requirements.

Start a product discussion