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

A-Team Insight Blogs

Pricing Partners Strengthens its Commodity Module with Automatic Seasonality Computation

Share article

Pricing Partners, the independent valuation expert and a world leader in mathematical models for valuations of derivatives and structured products, announced today that its commodity pricing library, Price-it, now contains automatic detection of seasonality in commodity module.

Commodity futures prices especially on energy exhibit strong seasonality. The Pricing Partners library now automatically detects and calculates seasonality correction on commodity futures and delivers more accurate pricing results.

Eric Benhamou, CEO of Pricing Partners comments: “We are continuing investing in research and development to deliver very high quality analytics and pricing models. With this release of automatic computation of seasonality, we are making an important step towards establishing ourselves in the commodity space as we have done for interest rates, credit or equity derivative pricing. Demand for pricing analytics on commodity derivatives is accelerating. Pricing Partners is ready to deliver our unrivalled pricing library to all of our clients.”

The automatics seasonality will be available in all platforms: Price-it Excel, Price-it API, Price-it Source Code and Price-it Online.

Related content

WEBINAR

Recorded Webinar: How to leverage the LIBOR transition to improve your data management game

The transition away from LIBOR (London Interbank Offered Rate) is well underway, but there remains considerable ambiguity around how the final stages will be executed – especially with regards to benchmark replacements in markets outside the UK. What are the options, where are the uncertainties and what stage have firms reached in their preparations? The...

BLOG

DSB Calls for New Technology Advisors as it Pivots to Address New Data Challenges

The Derivatives Service Bureau (DSB) has had an interesting few years. Founded by the Association of National Numbering Agencies (ANNA) to facilitate the allocation and maintenance of International Securities Identification Numbers (ISINs), Classification of Financial Instrument codes (CFIs) and Financial Instrument Short Names (FISNs), in 2019 the group was also designated by the Financial Stability...

EVENT

RegTech Summit Virtual

The RegTech Summit Virtual which took place in June 2020 was a huge success with over 1,100 delegates registered. We are currently working on our plans for 2021 and we hope to be back with an in-person event. Whatever the future holds you can guarantee our 2021 event will be back with an exceptional guest speaker line up of Regtech practitioners, regulators, start-ups and solution providers to collaborate and discuss innovative and effective approaches for building a better regulatory environment. Can't wait until 2021? make sure you sign up to our RegTech Summit Virtual, November 2020. More info...

GUIDE

MiFID II Handbook

As the 3 January 2018 compliance deadline for Markets in Financial Instruments Directive II (MiFID II) approaches, A-Team Group has pulled together everything you need to know about the regulation in a precise and concise handbook. The MiFID II Handbook, commissioned by Thomson Reuters, provides a guide to aspects of the regulation that will have...