Leading Independent Financial Risk Advisor
Derivative Solutions Leaders
Derivative Logic provides independent interest-rate and currency risk advisory for commercial real estate investors and corporate finance teams.
We combine deep derivatives expertise, precise analytics, and secure AI-enabled tools to help you understand your exposures, manage your hedges, and make confident decisions across caps, swaps, and defeasance transactions.
Expert Consultants For
- Interest Rate Caps and Swaps
- Defeasance & Prepayment
- SOFR & Treasury Forward Analysis
- ISDA Negotiation for Rates & FX
Recent Straight to Smart newsletters
Expert analysis of the latest news impacting long and short term interest rates
Experience Our Tools
We strive to innovate when it comes to functionality. Our mission is to be the best, come and join the ride.
Forward Curves are widely observed indicators of where SOFR and Treasury yields will be, derived from futures markets
All prices are estimates and assume a 30 Day SOFR cap structure and do not account for such terms
Use the calculator below to quickly and accurately estimate the cost of your defeasance.
To approximate your prepayment costs, use our yield maintenance calculator, which is optimized for loans
Experience Our Tools
Forward Curves are widely observed indicators of where SOFR and Treasury yields will be, derived from futures markets
Experience Our Tools
Forward Curves are widely observed indicators of where SOFR and Treasury yields will be, derived from futures markets
All prices are estimates and assume a 30 Day SOFR cap structure and do not account for such terms
Use the calculator below to quickly and accurately estimate the cost of your defeasance.
To approximate your prepayment costs, use our yield maintenance calculator, which is optimized for loans
Our Services
Interest Rate Caps
An interest rate cap, a.k.a “cap”, is essentially an insurance policy, purchased by a borrower, that protects them against undesirable movements in a floating interest rate, most commonly 1-month SOFR. Caps have three primary economic terms:
Interest Rate Swaps
A vanilla interest rate swap is a contract to exchange fixed and floating rate cash flows over time, based on a set principal amount.
Defeasance Services
Defeasance enables a borrower to refinance or sell their property. Provisions in many Loan Agreements restrict borrowers from paying off their loan early to release them from their mortgage obligations.
Hedge Valuation and Termination
Terminating a swap presents the same challenges to a borrower as entering into a swap. Current market dynamics and pricing determine a swap’s termination value.
Hedge Structuring Advice
We provide extensive, unbiased exposure analysis and develop a menu of hedging choices that enable a borrower to make an informed decision based upon their unique goals and objectives.
Foreign Exchange Services
Convert currencies at competitive rates, protect margins, automate global payments, and manage currency risk with tailored strategies.
Our
Leadership Team
Rex Evans
Managing Director
Jim Griffin
Managing Director
Chris Hunt
Managing Director
Rex Evans
Managing Director
Jim Griffin
Managing Director
Chris Hunt
Managing Director
Let’s talk about how derivative education can help you meet your goals.
Why People Hire Us?
Derivative Logic, Inc. is an independent advisory firm helping commercial real estate investors and corporate finance teams manage interest-rate risk and currency with clarity and confidence. We specialize in rate caps, swaps, foreign exchange and defeasance consulting, delivering conflict-free guidance backed by disciplined analytics and a deep understanding of derivatives markets.
Our clients choose us because we provide:
Unbiased, Conflict-Free Advisory
Aligned solely with the client’s best interest.
Since 2006
Our team brings decades of experience in structuring, pricing, and executing complex derivative strategies.
Precise Modeling and Valuations
For caps, swaps, and defeasance decisions.
Insights & Analytical Tools
We empower clients with data-driven insights, custom dashboards, and forward-looking analysis.
Trusted By
Who We Are
Derivative Logic is an independent hedge advisory
A firm combining financial derivative market expertise with proven hedge structuring and execution capabilities in interest rate and currency derivatives and Defeasance Services.
