CMA Parsing™ Credit Options is the first parsing solution available for the credit options market. The solution builds on CMA’s extensive parsing technology for OTC markets, which includes CDS, bonds and loan runs.
The product extracts pricing data from emails, enabling users to capture and compare a full set of pricing information with volatility surfaces for all quoted indices in real-time. This information facilitates in-depth analysis of the credit options market and allows back-testing of options strategies.
CMA Parsing™ Credit Options provides valuable in-house data, on a same-day delivery basis, supporting a more timely internal valuations process. It allows pricing and valuation challenges to be managed effectively with complete traceability back to original email and source information.