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.”
Pricing Partners Introduced a Quantitative Methodology to Generate Inflation Volatility Surface
Recent Posts
-
HQLAᵡ closes a Series C funding round led by HSBC
April 18, 2024 - 0 Comment -
Four Directors Join ISDA Board
April 18, 2024 - 0 Comment -
ISDA Future Leaders in Derivatives Publishes Generative Artificial Intelligence Whitepaper
April 18, 2024 - 0 Comment
Julia Schieffer
Editor
Julia Schieffer is the Founder & Editor of DerivSource.com, a leading online information source for OTC derivatives and post-trade professionals. A seasoned journalist, Julia specialises in OTC derivatives pre- and post-trade operations, technology (fintech/regtech), risk management and regulation....
More about this author
Comments are closed.