Numerix Introduces Cheapest-To-Deliver (CTD) Collateral Analysis Tool
Enhanced Curve Construction Functionality Allows Users to Embed Funding Cost into Trade Valuation Process Numerix (www.numerix.com), the…
Overnight Index Swap (OIS) Discounting
KLP Asset Management Selects Quantifi for Front-Office Pricing and Analytics of Interest Rate Derivatives using OIS Discounting
Quantifi delivers next generation interest rate modelling with ground-breaking performance Quantifi, a leading provider of analytics and…
Markit Expands OIS Capability for Derivatives Valuations
Markit, a leading, global financial information services company, today announced its Portfolio Valuations service has enhanced its…
Numerix Introduces Enhanced Capabilities in CrossAsset to Support Overnight Index Swaps (OIS) Discounting
Numerix CrossAsset, Version 10.0 Provides Model Innovation for Multi-Curve Pricing Numerix, the leading provider of cross-asset analytics…
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Educational Insights:The Evolution and Implementation of OIS Discounting Curves
The proliferation of collateralised trading in response to the recent crisis has thrust the debate between OIS…