{"text_format":"3","workbook":"xlsx","n_sheets":3,"sheets":["Company Details","Technical evaluation","Instrument Coverage"],"not_rendered":{"defined_names":3,"comments":2},"read":"whole","date_system":"1900"}

{"sheet":"Company Details","index":0,"n_rows":43,"n_cols":6,"rows_kept":43,"merged":[[0,0,0,10],[2,0,2,10],[3,0,3,10],[7,1,7,6],[8,2,8,6],[9,1,12,1],[9,2,10,3],[9,4,9,6],[10,4,10,6],[11,2,11,3],[11,4,11,6],[12,2,12,3],[12,4,12,6],[13,2,13,6],[14,1,25,1],[14,2,17,2],[14,3,17,4],[16,5,17,5],[16,6,17,6],[18,2,21,2],[18,3,21,4],[20,5,21,5],[20,6,21,6],[22,2,25,2],[22,3,25,4],[24,5,25,5],[24,6,25,6],[28,1,28,3],[29,1,31,1],[32,1,34,1],[35,1,39,1],[40,1,42,1]]}
["OBJECTIVE"]
[]
["Eskom Treasury is looking for a Trading Information Platform that can assist dealers with realtime rates and news in order to optimise their trades"]
[]
[]
[]
[]
[null,"1.   Company Details"]
[null,"Name"]
[null,"Location","Head Office"]
[]
[null,null,"Nearest Support"]
[null,null,"Similar Time Zone"]
[null,"Postal Address"]
[null,"Contact Persons","Sales Person",null,null,"Tel. No"]
[{"$nulls":5},"Fax. No"]
[{"$nulls":5},"Email"]
[]
[null,null,"Application Support",null,null,"Tel. No"]
[{"$nulls":5},"Fax. No"]
[{"$nulls":5},"Email"]
[]
[null,null,"Technical Support",null,null,"Tel. No"]
[{"$nulls":5},"Fax. No"]
[{"$nulls":5},"Email"]
[]
[]
[]
[null,"2.   Company Key Statistics"]
[null,"Company","Date Established"]
[null,null,"No of Employees"]
[null,null,"Support Staff"]
[null,"Staff dedicated to this product","No of Employees"]
[null,null,"Support Staff"]
[null,null,"Date  Established"]
[null,"Financial","Capital Employed"]
[null,null,"Turnover"]
[null,null,"Net Income"]
[null,null,"Debt/Equity ratio"]
[null,null,"Profit for last 5 years"]
[null,"Sales","No. of Customers"]
[null,null,"Types of customers"]
[null,null,"Geographical Spread"]

{"sheet":"Technical evaluation","index":1,"n_rows":28,"n_cols":5,"rows_kept":28,"merged":[[1,1,1,5],[2,1,2,5],[3,1,3,5],[4,1,4,5],[5,1,5,5],[6,1,7,3],[6,4,7,5],[8,1,8,5],[9,1,9,5],[10,1,10,5],[11,4,11,5],[12,2,15,2],[12,4,12,5],[13,4,13,5],[14,4,14,5],[15,4,15,5],[16,4,16,5],[17,4,17,5],[18,4,18,5],[19,4,19,5],[20,1,20,5],[21,1,22,1],[21,2,22,2],[21,4,22,5],[23,1,23,5],[25,1,26,5],[27,1,30,2],[27,3,30,5]]}
[]
[null,"Managed Interface Services"]
[null,"Technical Evaluation Specification"]
[null,"Tenderers who do not pass the gatekeepers for technical evaluation scoring will be disqualified and not be evaluated further."]
[null,"Gate Keepers Requirements"]
[]
[null,"Tenderer must be authorized and certified by the OEM to provide the services",null,null,"Evidence to be provided: One letter of authorisation and/or compliance certification "]
[]
[null,"NOTE:  failure to submit the above information suppliers will not be evaluated further"]
[]
[null,"Other Requirements"]
[null,"Requirement","Max Score","Range Of Scores","Evidence"]
[null,"Support –Help Desk",15]
[null,"Time to Respond",null,"<=15 mins  = 5%"]
[null,"Average time to Resolve",null,"<=60 Mins  = 5%"]
[null,"Handling Urgent requirements",null,"<= 30 mins = 5%"]
[null,"Has your company implemented or provide the following:\n1. Data Exchange Subscription to and from SARS which includes:\n2. Monitoring\n3. Processing\n4. Delivery of the files to SARS and\n5. Feedback or acknowledgement",20,"5 - 10 years = 20%\n> 5 years = 0%","Please provide reference customers, including the number of years"]
[null,"Has your company implemented the following:\n1. Data Exchange Subscription to and from BANKS which includes:\n2. Monitoring\n3. Processing\n4. Delivery of the files to and\n5. Feedback or acknowledgement",20,"5 - 10 years = 20%\n> 5 years = 0%","Please provide reference customers, including the number of years"]
[null,"Connectivity Backup Line",10,"No 0%"]
[{"$nulls":3},"Yes 10%"]
[]
[null,"Local Offices",null,"No 0%","Provice Office Address"]
[{"$nulls":3},"Yes 10%"]
[]
[null,"Total",100]
[null,"The Minimum Threshold is 75%"]
[]
[null,"Compiled By: Rebecca Shabalala                                                            \n           \n                                                                         \nSiganture                                                                                         \n",null,"Approved By: Tshilidzi Catlyn\n\n\nSiganture:"]

{"sheet":"Instrument Coverage","index":2,"n_rows":176,"n_cols":2,"rows_kept":176,"hidden":true}
["INSTRUMENT COVERAGE"]
["COMMODITY","FIXED INCOME"]
["Options","Money market instruments"]
["Asian"," • Discount securities"]
["Average strike"," • Interest at maturity"]
["Double average"," • Forward rate agreements"]
["Deferred strike (forward start)","Non-callable bond coverage (fixed rate)"]
["Barriers (knock in/out)"," • Coupon step-up/down/rollercoaster"]
[" • Single & double"," • Amortizing/accreting"]
["Binary"," • Zero coupon"]
[" • Single barrier","Non-callable bond coverage (floating rate)"]
[" • Digital"," • Vanilla & user-defined"]
["Multi-asset"," • Amortizing/accreting"]
[" • Baskets"," • Compounding or averaging"]
[" • Cliquets"," • In-arrears"]
["Chooser","Callable/Puttable bonds"]
["Compound"," • Yield to worst"]
["Lookback"," • Calculate call or put option price"]
["Power & quotient"," • Option Adjusted Spread analysis (OAS)"]
["Spread","Bond forwards, futures, & options"]
["Vanilla","Bond portfolios"]
["Swaps, swaptions"," • Credit exposure"]
["Variance Swaps"," • Credit Value Adjustment"]
[" • Conditional","CMS structures"]
[" • Corridor"," • Vanilla & user-defined swaps & bonds"]
[" • Capped/floored"," • Amortizing/accreting"]
["Volatility swaps","Jurisdictional specific bonds"]
["Variance Options"," • Fixed or floating structures"]
["Forwards/Futures"," • 35 countries"]
[null,"Government and corporate bonds"]
["CONVERTIBLE BONDS","Term structure models"]
["Functions output fair value,Probability of conversion and full risk statistics","Credit spread analysis"]
["Coupon step-up/down/rollercoaster","Repos"]
["Amortizing/accreting/odd coupon","Brazilian coverage–including"]
["Adjustments for the dilution effect of conversion","amortizing FRNs"]
["Cash flow tables","Credit contingent interest rate"]
["Cash payments on conversion","swap"]
["Conversion caps","Cheapest-To-Deliver bond futures"]
["Convertibles with callable/puttable features","analysis"]
["Fixed or varying exchange ratios","Flexible FRNs"]
["Implied spread calculations","Treasury lock"]
["Implied volatility calculations","Trigger swap - Permanent & Periodic"]
["Repo spread (borrowing cost)"]
["Soft calls"]
[]
["CREDIT"]
["Asset swaps"]
["Collateralized Debt Obligation (CDO) & indices"]
["• CDO Tranches (synthetic & standard)"]
["• CDO Tranche cash flows"]
["• CDO Tranche Linked Notes"]
["• CDS index options"]
["• CDS on indices"]
["• First loss CDS and CDO tranches"]
["• Base correlation mapping"]
["• Bespoke tranche pricing & risk"]
["• Calibration of base correlation"]
["Credit Default Swaps (CDS)"]
["• Options"]
["• Cash flows"]
["• ABS CDS"]
["Loan Credit Default Swaps"]
["Constant Maturity Default Swaps (CMDS)"]
["Credit Index Basis Adjustments"]
["Basket CDS"]
["• Cash flows and options"]
["• 1st-to-default, nth-to-default,"]
["n-out-of-m to default, all-todefault"]
["• Supports binary payoffs"]
["Cash flow CDOs"]
["• Simulate waterfall"]
[null,"FOREIGN EXCHANGE"]
["CREDIT (Continued)","Options"]
["• Notes can have the same or different payment frequencies","Asian"]
["Credit linked notes","Average strike"]
["• Fixed or floating","Double average"]
["• Par rates and spreads","Deferred strike (forward start)"]
["Rating sensitive notes","Barriers (knock in/out):"]
["Recovery rate swap"," • Single & double Binary"]
["Default probability estimation from","Binary spread"]
["• Bond yield spreads"," • Digital"]
["• Swap spreads"," • Single barrier"]
["• Equities (using Merton’s model)","Multi-asset"]
["• Transition matrices default"," • Baskets"]
["Hazard rate curve"," • Cliquets"]
["Credit spread options & forwards"," • Napoleon"]
["Total return swaps-user-defined","Vanilla"]
["payment schedules on underlying","Lookback"]
[null,"Spread"]
["VALUE-AT-RISK","Variance"]
["Calculate component VaR","Swaps"]
["Calculate linear VaR from mapped cash flows"," • Conditional"]
["Calculate volatility and correlation matrices"," • Corridor"]
["Map cash flows to pre-defined risk points"," • Capped/floored"]
["Rebase volatility and correlation data to a different currency","Forwards"]
[]
["EQUITY","INFLATION"]
["Options","Cash flow generation"]
["Asian","Generic inflation bond functions"]
["Average strike","Emerging market inflation curves"]
["Double average","Inflation swaps: year-on-year, zero coupon"]
["Deferred strike (forward start)","Inflation indexed bonds:"]
["Barriers (knock in/out):","• Australia, Brazil, Canada,France, Germany, Italy, Japan,France, Germany, Italy, Japan,South Africa, Sweden, Turkey,UK,USA"]
[" • Single & double","Par rates"]
[" • Binary spread"]
[" Binary","MORTGAGE-BACKED"]
[" • Single barrier","SECURITIES"]
[" • Digital","Accrual bonds"]
[" • Napoleon","CMOs"]
["Multi-asset","Fixed-rate passthroughs or pools"]
[" • Baskets","Implied prepayment speed given price and yield/ z-spread"]
[" • Cliquets","IO/PO bonds"]
["Chooser","PAC bonds & companion PACs"]
["Compound","Prepayment analysis"]
["Lookback","Prepayment utilities"]
["Power & quotient","Price given yield/z-spread and"]
["Spread","prepayment vector"]
["Employee stock options","Pro-rata bonds"]
["Vanilla","Sequential bonds"]
["Index","Spread analysis"]
["Portfolio","TAC bonds & companion TACs"]
["Warrants","Utilities for creating prepayment vectors (PSA, ABS, CPR <-> SMM)"]
["Forwards/Futures","Yield analysis"]
[null,"Yield/z-spread given price and prepayment vector"]
["MUNICIPAL"]
["Basis swaps (eg. SIFMA vs. LIBOR)"]
["SIFMA swap curves (using swap rates or basis factors)"]
["Caps/floors with averaging features (SIFMA Caps)"]
["Cash flow calculations"]
["Fixed vs. floating swaps (eg. SIFMA vs. Fixed)"]
["Percentage of LIBOR swaps"]
["Serial bond pools"]
["Serial callable bond pools"]
["Swaptions"]
["Variable rate debt"]
["Amortizing Municipal Swaps"]
[]
[]
[null,"UTILITIES"]
[null,"Date generation/adjustment/flexible weekend DEF"]
["INTEREST RATE","IMM date compliance/upfront payments for CDS"]
[null,"• Greeks & risk sensitivities"]
["Accrual swaps","• Implied volatility"]
["Asset swaps–vanilla & crosscurrency","• Credit loss distribution"]
["Caps/Floors","calculations"]
[" • Vanilla","• DV01"]
[" • Digital","Interpolation"]
[" • User-defined","Implied calculations"]
[" • Averaging","• Volatility, strike, rates, etc."]
["Swaps","• Goal seek on any parameter"]
[" • Vanilla/amortizing swaps","Risk measures: Greeks"]
[" • Percentage of LIBOR swaps","Cash flow functions & calculations"]
[" • Credit Exposure","Ability to:"]
[" • Credit Value Adjustment (CVA)","• implement single rates or curves"]
[" • Brazilian","• take in discreet dividends or yield"]
[" Swaptions","Graph the volatility surface (smile,skew)"]
[" • In-arrears swaps","Dividend to yield conversion"]
[" • OIS/EONIA swaps","Conversion factors"]
[" • Basis swaps, swaptions","Yield to maturity"]
[" • Zero coupon swaps","Discount margin"]
[" • Credit Contingent Interest Rate","Volatility bootstrapping"]
["Swaption styles","Base correlation mapping"]
[" • European","Command Line Licensing"]
[" • Bermudan","Table merge/sort/cleanup"]
["Forward Rate Notes (FRNs)","Any parameter implied from price"]
["Capped floater swaps (call/put)","Holiday List data"]
["CMS/CMT swaps, swaptions","Nested error validation"]
["Term structure models"]
["Inverse floater swaps (call/put)","CURVE BUILDING"]
["Compounding swaps","METHODS"]
["Par swap analysis","Swap curves"]
["Term structure calibration","Bond"]
["Volatility bootstrapping (caps and floors)","SIFMA"]
[null,"OIS"]
[null,"Dual Libor-OIS"]
[null,"Separate discount and forward curves"]