EduMarkets provides institutional-style analytics across twelve modules covering macro, fixed income, equities, credit, FX, derivatives, and risk. Designed for professional training providers, university programmes, and finance practitioners expanding their expertise.
Users can work with professional pricing models for a wide range of instrument — without the cost and operational overhead of institutional systems.
Live and historical data from central banks, statistical agencies, and market data providers — so participants always work with real numbers.
Centralised user management with batch account provisioning. Deploy to a class, from small to large, in minutes. Runs in the browser — no local installation or licences to manage.
Twelve modules live — from markets fundamentals to derivatives and risk.
How financial markets work — participant roles (buy-side, sell-side, intermediaries), product taxonomy, exchange vs OTC structure, and the role of central clearing.
Live macro data from central banks. Track policy rates, yield curves across 7 currencies, growth and inflation indicators, and financial conditions — all with real, updating data.
Price T-bills, commercial paper and repos. Includes collateral haircut analysis.
Forward pricing across 9 currencies, cross currency basis, FX swap pricing, cross-rate triangulation. Rates sourced live from central banks.
Yield curve bootstrapping from par swap rates, bond pricing (YTM, duration, convexity, DV01), full IRS cashflow decomposition, and a portfolio tab for building multi-instrument books with aggregate risk.
Corporate bond analytics (z-spread, ASW, G-spread, I-spread), credit curve construction, and ISDA-standard CDS pricing with CS01. Compare risky vs risk-free valuations side by side.
Equity market structure from the ground up — how exchanges and order books work, mechanics of short selling, index construction, ETF creation and redemption, IPOs, and corporate actions.
Contract specifications for major exchanges, initial and variation margin mechanics, cost-of-carry pricing, bond futures (CTD analysis, conversion factors), and STIR futures.
Options valuation for vanilla and exotic options using real world volatility surface (smile and skew) dynamics. Multi-leg strategy builder, full Greeks analysis and comphrensive charting functionality.
Swaption and cap/floor pricing under Black-76 and Bachelier. Caplet-level decomposition, payer/receiver parity, and SABR calibration with interactive volatility smile and surface.
Monte Carlo VaR with Expected Shortfall. stress testing, backtesting and sensitivies analysis. Import portfolios built in other modules for unified risk analysis.
The full post-trade chain — trade capture, confirmation, central clearing and CCPs, margining and collateral management, settlement, and regulatory reporting.
Portfolios built across modules — bonds, swaps, options, CDS — can be imported into the Risk module for unified VaR, stress testing, and scenario analysis. Participants experience the full front-to-risk workflow without leaving the platform.
Designed for anyone serious about understanding financial markets.
Deploy a rates trading workshop for 30 analysts in minutes. Provision accounts, assign modules, and let participants build portfolios with live yield curves — no software to install, no data to license.
Moving from equities to fixed income? Transitioning from middle office to trading? Work through real pricing models — bootstrapping curves, pricing swaps, running Greeks — at your own pace with real market data.
Price a 5-year interest rate swap, build an options portfolio, stress-test it — then explain why the P&L moved. The same models that professional analytics plaftorm use, accessible in a browser.
Institutional and team pricing will be released shortly. Contact us for early access or to request a trainer invite code.