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 Speeds up General Callable Range Accrual Computation Leveraging Closed Form Solutions

Subscribe to our newsletter

Pricing Partners announced today to have implemented specific closed form solution for general callable range accrual products speeding up the computation by a factor of 100.

End users are interested in computing their derivatives books at a portfolio level. Traditionally, the callable range accrual on CMS Spreads takes long time to price when using a generic payoff language, as one does not leverage some specific tricks to speed this product up. Pricing Partners has developed a closed form solution pricing to accelerate tremendously the pri­cing of the callable range accrual on CMS Spreads and to make it close to real-time.

Eric Benhamou, CEO of Pricing Partners, comments: “With this new feature, we continue to deliver substantial added-value with a high pricing performance. Clients require not only the right price, but also very fast analytics. This new feature enables our clients to price almost in real time callable range accrual.”

Subscribe to our newsletter

Related content

WEBINAR

Recorded Webinar: Mastering Data Lineage for Risk, Compliance, and AI Governance

Financial institutions are under increasing pressure to ensure data transparency, regulatory compliance, and AI governance. Yet many struggle with fragmented data landscapes, poor lineage tracking and compliance gaps. This webinar will explore how enterprise-grade data lineage can help capital markets participants ensure regulatory compliance with obligations such as BCBS 239, CCAR, IFRS 9, SEC requirements...

BLOG

Anthropic’s Financial Industry Claude Iteration Aimed at Easing AI Adoption

Large language model (LLM) builder Anthropic may have the solution to assuaging financial institutions’ doubts about generative artificial intelligence deployment in their analytics and decision-making workflows, having created a model that has been designed specifically for the industry. Claude for Financial Services, part of the San Francisco-based company’s Claude for Enterprise suite, comprises capabilities that...

EVENT

TradingTech Summit London

Now in its 15th year the TradingTech Summit London brings together the European trading technology capital markets industry and examines the latest changes and innovations in trading technology and explores how technology is being deployed to create an edge in sell side and buy side capital markets financial institutions.

GUIDE

AI in Capital Markets: Practical Insight for a Transforming Industry – Free Handbook

AI is no longer on the horizon – it’s embedded in the infrastructure of modern capital markets. But separating real impact from inflated promises requires a grounded, practical understanding. The AI in Capital Markets Handbook 2025 provides exactly that. Designed for data-driven professionals across the trade life-cycle, compliance, infrastructure, and strategy, this handbook goes beyond...