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HedgePoint
TARF ANALYZER№ 02 / 034 capabilitiesShipping

TARF Spot Scenarios

Pick any TARF in the book, enter a spot scenario, and we project fixings forward, bucket P&L, monetary P&L, and an AI-written interpretation that explains what the desk should be watching.

Scenarios read more clearly once you know how a target redemption forward works, fixing by fixing.

Inside the module
  • 01.TarfCalculationService.simulateFixings
  • 02.Bucket vs monetary P&L distinction
  • 03.Pivot TARF support
Request a demoBack to TARF Analyzer
00Live preview

The actual TARF Spot Scenarios screen.

A faithful mirror of the in-app TARF Spot Scenarios page, same headers, same tables, same controls. The same view your team sees when they log in.
/app/spot-rate-scenarios

TARF Spot Scenarios

AI interpreted
Single TradePortfolio
Scenario Parameters

Select a TARF and enter a hypothetical spot rate. The projection follows the trade's real expiry schedule — starting from the next upcoming expiry — and you can fine-tune the rate at each expiry after running.

TARF-2041 — GBP/USD @ 1.3550· piv 1.3400
Select a hypothetical…
1.3600
TARF-2041 · GBP/USD · strike 1.3550 · pivot 1.3400 · 3 fixings remaining · 4.8¢ target · 2.4¢ left
Total P&L+108kaggregate across the trade at these rates
Remaining (Ledger)2.4¢live remaining — matches the Trade Ledger
Knock-Out FixingFixing #6Target reached
Total Accumulated4.8¢target: 4.8¢
Favourable Fixings5client gains
Unfavourable Fixings1client costs
Fixing Projection
P&LLossAccumulatedTarget
Jul 26Aug 26Sep 26Oct 26Nov 26Dec 26Jan 27Feb 27
01How it works

From input to outcome, in four steps.

Each card lights up in turn. The full cycle takes twelve seconds, about how long it takes a dealer to walk a client through the same flow.
01

Load data

Trades, rates, and forecasts stream into the platform.

02

Compute

Charts, KPIs, and aggregations recalculate live.

03

Review

Visualise the result alongside the underlying data.

04

Export

CSV or PDF for the audit file or the board pack.

024 capabilities

What's inside

The capabilities that ship with TARF Spot Scenarios, every one of them tested end-to-end before it lands on your desk.
  • 01TarfCalculationService.simulateFixings
  • 02Bucket vs monetary P&L distinction
  • 03Pivot TARF support
  • 04AI scenario interpretation via AIAssistantService
032 more in TARF Analyzer

Other TARF Analyzer modules

04Talk to the desk

See TARF Spot Scenarios on real treasury data.

Twenty minutes, no setup required. Bring your own book and we'll walk through TARF Spot Scenarios live, alongside the rest of HedgePoint.
Request a demoBack to TARF Analyzer
Walkthrough plan20 MIN
  1. 01Your book, our chrome. We mount your trades behind HedgePoint.
  2. 02Live walkthrough. TARF Spot Scenarios in context with the rest.
  3. 03Q&A + integration map. Where it slots into your stack today.