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Thank you for deciding to purchase the CurveTrader™ or HW-Trader™ library of financial functions for Microsoft Excel. We are confident you will find many uses for our function library in your spreadsheet applications.

CurveTrader™ was originally developed by Leap of Faith Research Inc. in response to a request by a large Canadian bond broker, which uses the product to broker over-the-counter interest rate derivatives. HW-Trader™ is an augmented version of CurveTrader™, which adds functionality using the Hull-White trinomial interest rate tree model. Increased functionality is added to both products on a regular basis.

In all, CurveTrader™ now includes more than 200 functions for the pricing and risk management of financial underlyings and derivatives.

CurveTrader™ and HW-Trader™ are also available in source code or library (DLL) form for use in customized applications. Please call for details.

We would appreciate the opportunity to discuss your impressions of our products, and will carefully note any suggestions you have regarding additional functionality and ease of use. We can provide customized service to meet your individual requirements on a very timely basis.

Leap of Faith Research has also produced The Mortgage Valuation System, an enhanced version of HW-Trader™ which can be used to value mortgages and mortgage derivatives (IOs and POs) using Monte Carlo simulation and a user-specified prepayment model. Software to handle exotic securities and more sophisticated interest rate models is currently in development.

© 1995-98 Leap of Faith Research Inc.