Pricing Partners (www.pricingpartners.com), the world leader in OTC derivatives pricing analytics, mathematical models and independent valuations, announced today that its award winning Price-it© library now includes analytical tools to estimate inflation volatility surface combining historical estimates and implied interest rates smiles surfaces.
These analytical tools can provide reliable estimation of the smiled inflation surface on all major inflation indexes such as the European, French, Japanese, American or British HICP ones. This announcement comes at a time when demand for inflation products keeps climbing on due to the concerns on increased inflation.
Eric Benhamou, ceo of Pricing Partners comments: “In the derivatives valuation space, mathematical models are certainly important, but they are not everything. Market data are starting to play a more vital role. Therefore, it is important to bring some compelling analytical tools to our clients to estimate more accurately market data to which they have a limited access. As part of our continuous efforts to enlarge the scope of our analytics addressing market data issues, we have added these new features to estimate inflation volatility surface. Our clients can start taking advantage of these new features to price the inflation derivatives more accurately.”
You Might Also Like...
- Derivatives Documentation Digitalization: CSAs, MCAs, IMAs and ISDAs Apply!
- CFTC Staff to Host a Public Roundtable on CPMI-IOSCO Guidance on CCP Resilience & Recovery
- Intercontinental Exchange Announces Appointment of Thomas E. Noonan to ICE Board of Directors
- G-SIB US Bank Selects AxiomSL’s Single Platform for Capital Calculation and Regulatory Reporting Across Europe
- Object Trading Ready for Day One of Trading with Direct Market Access to CurveGlobal
- Lombard Risk Appoints New Business Development Head for EMEA
- Synechron Launches Blockchain Accelerator Applications in the Cloud
- Eris and Cassini Systems Partners to Offer Margin Savings Analysis