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 Offers New Methods to Generate Large Volatility Surface for Thomson Reuters Market Data Users

Subscribe to our newsletter

Pricing Partners, the world leader in OTC derivatives pricing analytics, mathematical models and independent valuations, announced today that its award winning Price-it has been upgraded to provide analytical tools to compute large volatility surfaces from option data provided by Thomson Reuters 3000 Xtra or Eikon solution.

Indeed, one of the difficulties when pricing structured products is a lack of large volatility surfaces on equity, fx or commodity products. Leveraging the Gatheral smoothing method, Pricing Partners solution enables its end-users to generate reliable and large volatility surfaces. The firm benchmarked successfully its ‘synthetic’ market data with real market data. These new analytical tools are shipped with Price-it Excel and allow creating volatility surfaces from strikes 10% to 200% and maturities up to 30 years.

Eric Benhamou, CEO at Pricing Partners comments: “Some of our clients were struggling to find accurate market quotes when pricing equity, fx or commodity products. We are contributing our efforts to find the best analytical tools to do better and smarter interpolation and extrapolation on the market data to access solutions like Thomson Reuters 3000 Xtra or Eikon. This is a must-have tool for derivatives end users that have limited access to market data but still want to have an accurate and robust price discovery mechanism. This should help them save substantial amount of time and money in pre-trade operations.”

Subscribe to our newsletter

Related content

WEBINAR

Upcoming Webinar: Unlocking value: Harnessing modern data platforms for data integration, advanced investment analytics, visualisation and reporting

4 September 2025 10:00am ET | 3:00pm London | 4:00pm CET Duration: 50 Minutes Modern data platforms are bringing efficiencies, scalability and powerful new capabilities to institutions and their data pipelines. They are enabling the use of new automation and analytical technologies that are also helping firms to derive more value from their data and...

BLOG

FinScan Data Quality Chief Seeks to End Compliance Failure Excuses

The dog ate my homework. The train was delayed. The postman mislaid your birthday card. At one time or another, we’ve all used a weak excuse to forestall censure for an error of behaviour or judgement. And mostly, we’ve got away with it. In financial regulatory compliance, however, excuses won’t wash. Especially when it comes...

EVENT

Data Management Summit London

Now in its 16th 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

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...