About a-team Marketing Services
The knowledge platform for the financial technology industry
The knowledge platform for the financial technology industry

A-Team Insight Blogs

Pricing Partners Extends its Solution for Correlation and Dispersion Swaps

Subscribe to our newsletter

Pricing Partners announced today that it has extended Price-it language to price faster correlation and dispersion swaps.

Correlation and dispersion swaps allow taking view on implied versus historical correlation. These products have been popular for a few years. Pricing them in a generic scripting language payoff framework could be very cumbersome. Hence, Pricing Partners developed specific tools to price rapidly these products and to cope with exotic correlation and dispersion swaps with a dedicated correlation keyword.

Eric Benhamou, CEO of Pricing Partners, comments: “With the new correlation keyword, Pricing Partners end users can have a concise and precise description on correlation and dispersion swap and price them fast. This enhancement should position us more on flow products.”

Subscribe to our newsletter

Related content

WEBINAR

Recorded Webinar: A practical guide to dual UK and EU regulatory reporting as the Temporary Permission Regime comes to a close

The Temporary Permission Regime (TPR) allowing capital markets participants in the European Economic Area (EEA) to continue to operate in the UK post Brexit will be withdrawn by the end of 2023, calling on firms that want to stay in the UK to gain full authorisation from the FCA and prepare to comply with both...

BLOG

Alveo Expands Relationship with FactSet to Offer Data-as-a-Service

Alveo has expanded its relationship with FactSet, which added FactSet ESG content to Alveo’s data management platform, with a collaboration that combines the companies’ data and data management capabilities to provide customers with solutions that integrate FactSet content into workflows and databases. The collaboration is designed to minimise time needed to onboard new data sets...

EVENT

Data Management Summit London

Now in its 13th year, the Data Management Summit (DMS) in London brings together the European capital markets enterprise data management community, to explore how data strategy is evolving to drive business outcomes and speed to market in changing times.

GUIDE

Regulatory Data Handbook 2022/2023 – Tenth Edition

Welcome to the tenth edition of A-Team Group’s Regulatory Data Handbook, a publication that has tracked new regulations, amendments, implementation and data management requirements as regulatory change has impacted global capital markets participants over the past 10 years. This edition of the handbook includes new regulations and highlights some of the major regulatory interventions challenging...