SuperDerivatives, the benchmark for options and the world’s leading multi-asset derivatives solutions provider for real time option pricing, independent revaluation, derivatives data, trading and risk management systems, has significantly expanded support for inflation derivatives in multiple currencies on its interest rate derivatives platform, SD-IR.
Web-based SD-IR is a hedging, investment and risk management tool used by both buy and sell side market participants. It now provides more analytical tools for inflation derivatives, broader instrument coverage, and more supported currencies and price indices from around the world. Indices from Latin America and Australia have been added to industry standards such as the USCPI, the UKRPI, and Eurozone’s HiCPxT. The enhanced platform enables any user to accurately price inflation-linked derivatives and securities, forecast future inflation in a wide variety of indices, and display the information in easy to understand charts and graphs. The additional functionality is immediately available to all SuperDerivatives SD-IR users.
"Inflation derivatives are one of the fastest growing classes of derivative products on the market today, with applications ranging from retail investment to long term corporate earnings management. SuperDerivatives’ inflation pricing platform allows users at all levels to better understand and leverage this crucial and dynamic market," said Robert Emerson, product manager for Interest Rates Derivatives, SuperDerivatives. "Financial institutions see inflation-based products as a growth area, particularly as they see better returns in emerging asset classes. We have enhanced SD-IR to include inflation curves for major and emerging markets and will continue to support our clients as they structure more complex products in search of higher margins."
In addition to the interactive SD-IR, the SuperDerivatives Revaluation Center provides independent and automated portfolio revaluation, risk and performance reporting for derivatives of all types including inflation derivatives.