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 Introduced a Quantitative Methodology to Generate Inflation Volatility Surface

Subscribe to our newsletter

Pricing Partners announced today that its Price-it library now includes analytical tools to estimate inflation volatility surface combining historical estimates and implied interest rates smiles surfaces.

These analytical tools can provide reliable estimation of the smiled inflation surface on all major inflation indexes such as the European, French, Japanese, American or British HICP ones. This announcement comes at a time when demand for inflation products keeps climbing on due to the concerns on increased inflation.

Eric Benhamou, CEO of Pricing Partners, comments: “In the derivatives valuation space, mathematical models are certainly important, but they are not everything. Market data are starting to play a more vital role. Therefore, it is important to bring some compelling analytical tools to our clients to estimate more accurately market data to which they have a limited access. As part of our continuous efforts to enlarge the scope of our analytics addressing market data issues, we have added these new features to estimate inflation volatility surface. Our clients can start taking advantage of these new features to price the inflation derivatives more accurately.”

Subscribe to our newsletter

Related content

WEBINAR

Recorded Webinar: End-to-End Lineage for Financial Services: The Missing Link for Both Compliance and AI Readiness

The importance of complete robust end-to-end data lineage in financial services and capital markets cannot be overstated. Without the ability to trace and verify data across its lifecycle, many critical workflows – from trade reconciliation to risk management – cannot be executed effectively. At the top of the list is regulatory compliance. Regulators demand a...

BLOG

The Year in Data: 2025’s Biggest Trends and Developments

The past 12 months saw breakneck developments in how firms applied artificial intelligence. AI began to change from a mere tool to an integral part of capital markets operations. The year also saw data services providers launch multiple products for the growing private markets investment sector. Data Management Insight spoke to leaders in our industry...

EVENT

Data Management Summit New York City

Now in its 15th year the Data Management Summit NYC brings together the North American data management community to explore how data strategy is evolving to drive business outcomes and speed to market in changing times.

GUIDE

MiFID II Handbook – Second Edition

With the compliance deadline for Markets in Financial Instruments Directive II (MiFID II) just over two months away, A-Team Group has updated its MiFID II handbook to bring you the latest details on the regulation’s compliance requirements. Version 2 of the handbook, commissioned by Thomson Reuters, also includes new sections covering data sourcing and data...