Beta Treasury & FX

OrbaLM

Private desk runtime for treasury and FX — private chat and an Excel task pane, with governed calculation tools that own the numbers.

How it works — what OrbaLM is, what tools do, and what Beta includes.

Accuracy Governed calculators are verified daily against a public literature catalogue. See live pass rates

Request Beta access Orbalm@orbaos.com

OrbaLM gk-math uncertainty envelope for a Sheet 1 EUR/USD Garman-Kohlhagen call: factor table, low/base/high premium, and dominant driver S0 — **Real tool output · FX options** Bounded scenario envelope from the Sheet 1 EUR/USD call in the Treasury test workbook: one-factor Garman–Kohlhagen reprices plus joint orthogonal corners, with spot as the dominant driver — not a confidence interval.

Surfaces

Screenshots from real governed-tool reports — the same chat chrome and Excel task pane desks use, populated with Sheet 1–4 and JSON examples.

OrbaLM private chat showing a user ask and gk-math tool report for Sheet 1 FX options — **Private chat · FX options** Chat thread with a labelled tool report for Sheet 1 Garman–Kohlhagen: premiums, Greeks, and the uncertainty envelope assembled from the calc tool, not free-form model prose.

OrbaLM Excel task pane showing the same gk-math tool report and uncertainty envelope — **Excel task pane · FX options** The same Sheet 1 tool report in the Excel add-in: ask from the workbook, get a practitioner report with pack and tool provenance in the pane footer.

OrbaLM private chat showing a multi-period Term SOFR cap valued with Black-76 — **Private chat · Caps / floors** Two-period Term SOFR cap schedule priced leg-by-leg with Black-76 from customer forwards and vols — explicit periods only, no automatic tenor stripping.

OrbaLM Excel task pane showing ICMA ERCC repo repurchase price and haircut report — **Excel task pane · Repo** Fixed-term EUR repo: ICMA ERCC repurchase price, price differential, and TMPG-style haircut from purchase vs collateral value, with a ±25 bp pricing-rate envelope.

Governed calc tools

Real captures from each shipped calc tool. Every image is a tool report (Sheet 1–4 fixtures or documented JSON examples) — see Coverage for the full matrix.

gk-math bounded scenario envelope with joint orthogonal corners for EUR/USD call — **FX options** Sheet 1 EUR/USD call: Garman–Kohlhagen premium and Greeks, with spot/vol/rate shocks and 16 joint orthogonal corners.

bond-math bounded scenario envelope for Sheet 2 bond book — **Bonds** Sheet 2 book: dirty/clean price, duration, convexity, and DV01, plus a yield-shock envelope on the first bond.

fx-forward bounded scenario envelope for Sheet 3 CIP forwards — **FX forwards** Sheet 3 CIP forwards: theoretical forward, swap points, MTM, and triangular-arb checks with a spot/rate envelope.

irs-math bounded scenario envelope for Sheet 4 SOFR swaps — **Interest-rate swaps** Sheet 4 SOFR IRS: curve bootstrap, NPV and DV01, with a parallel curve-shock envelope on the first vanilla.

repo pricing-rate envelope for fixed-term EUR repurchase — **Repo** ICMA ERCC repurchase price and TMPG haircut on a 7-day EUR repo, with a ±25 bp pricing-rate differential envelope.

cap-floor volatility envelope for a two-period Term SOFR cap — **Caps / floors** Multi-period Term SOFR cap: Black-76 on explicit periods, with a ±0.05 absolute volatility envelope on the book total.

ndf fixing-rate envelope for INR cash settlement — **NDFs** INR non-deliverable forward: USD cash settlement from contract vs fixing, with quote orientation and a fixing-rate envelope.

money-market rate envelope for deposit and commercial paper — **Money markets** USD deposit and commercial-paper yields under simple add-on and bank-discount conventions, with a ±25 bp rate envelope.

commodity-hedge spot and basis envelope for LME Copper forward — **Commodity hedge** LME Copper physical buy hedged with a forward: curve MTM, location basis, and joint spot/basis scenario corners.

fra fixing envelope for a 3x6 Term SOFR forward-rate agreement — **FRAs** USD 3×6 FRA: discounted start-of-period settlement from contract vs fixing on ACT/360, with a ±25 bp fixing envelope.

frn margin envelope for SOFR Index floating-rate note interest — **FRNs** SOFR Index FRN period interest via the ARRC compounded-index formula plus margin, with a margin-shock envelope.

ccs FX envelope for AUD/USD cross-currency swap MTM — **Cross-currency swaps** AUD/USD CCS with interest and principal legs discounted and converted at customer FX, plus an FX-shock envelope.

amortising-debt rate envelope for level-payment loan present value — **Amortising debt** Level-payment schedule and flat-discount present value on a USD facility, with a ±25 bp discount-rate envelope.

hedge-effectiveness regression and IFRS 9 checklist for EUR/USD forecast hedge — **Hedge effectiveness** EUR/USD forecast hedge: offset regression (slope, R²) plus an IFRS 9 qualitative checklist — diagnostic only, not an accounting qualification.

Evidence that stays current

OrbaLM pairs first-party desk literature with an allowlist of official financial and regulatory sources across treasury, markets, risk, and financial technology.

FX Options book on estate — the final 788-page Rondanini desk reference is indexed for retrieval-only evidence (not training)
Official sources only — discovery is restricted by topic-specific domain allowlists
Review before use — new material is staged with source, retrieval date, digest, and rights status
No silent self-training — collected material is retrieval-only unless separately cleared
Human-controlled releases — proposed evidence updates arrive for review rather than changing the live pack automatically

Beta offer

Free for 3 months from activation
After 3 months the desk runtime stays free (no pack updates, no enterprise edition)
No online purchase — inquiry only
Ships September

Eligibility

Company email only — no Gmail, Outlook.com, Yahoo, iCloud, or similar
One seat per company location — e.g. New York and London may each request one