The leading knowledge platform for the financial technology industry
The leading knowledge platform for the financial technology industry

A-Team Insight Blogs

Pricing Partners Introduced a Generic Solver to Smoothen Trades Structuring

Pricing Partners, the world leader in OTC derivatives pricing analytics, mathematical models and independent valuations, announced today that its award winning solution, Price-it Excel is now shipped with a generic solver to enable users to structure their trades easily and seamlessly.

Leveraging the scripting language that allows pricing virtually any financial derivatives, this solver can for instance help to determine ATM strike level in any payoff. This can also be used to reverse engineer model parameters level to match counterparty prices on complex trades, or to determine some product characteristics to match a specific price on a given trade.

Eric Benhamou, CEO of Pricing Partners comments: “This tool has been long awaited by our clients to give them the ability to structure trades seamlessly. This tool is now shipped in the March release. This should reinforce the added value of our solution to structure derivatives in pre-trade phase.”

Related content

WEBINAR

Recorded Webinar: Brexit: Reviewing the regulatory landscape and the data management response

With Brexit behind us and the UK establishing its own regulatory regime having failed to reach equivalence with the EU, financial firms face challenges of double reporting, uncertainty about UK regulation, and a potential exodus of top talent. The data management response is not easy and could stretch some firms to the limit as they...

BLOG

DSB Managing Director Emma Kalliomaki Outlines Issues in Progressing the UPI

As the Derivatives Service Bureau’s (DSB’s) first round of industry consultation on fee principles for the Unique Product Identifier (UPI) plays out, we talked to Emma Kalliomaki, managing director of ANNA and the DSB, about some of the issues involved in getting the UPI up, running and ready for its Q3 2022 release. Early conversations...

EVENT

Data Management Summit USA Virtual

Now in its 11th year, the Data Management Summit USA Virtual explores the shift to the new world where data is redefining the operating model and firms are seeking to unlock value via data transformation projects for enterprise gain and competitive edge.

GUIDE

Entity Data Management Handbook – Seventh Edition

Sourcing entity data and ensuring efficient and effective entity data management is a challenge for many financial institutions as volumes of data rise, more regulations require entity data in reporting, and the fight again financial crime is escalated by bad actors using increasingly sophisticated techniques to attack processes and systems. That said, based on best...