Join us on :
Home >> News & Events >> Press Release >> Pricing Partners Provides Closed Form for CMS Spread and CMS Spreads Range Accrual - Jan 2011
Pricing Partners Provides Closed Form for CMS Spread and CMS Spreads Range Accrual - Jan 2011

 

Pricing Partners Derivatives-Pricing-Analytics-Independent-Valuation

 

Pricing Partners Provides Closed Form for CMS Spread and CMS Spreads Range Accrual

Pricing Partners (www.pricingpartners.com), the world leading derivatives independent valuation, mathematical models and pricing analytics provider, announced today to enhance its CMS Spread and CMS Spreads range accrual products pricing. 

CMS Spread and CMS Spreads range accrual have been the bread and butter in interest rates derivatives. Pricing Partners has lately strengthened its pricing engine to provide analytical pricing for CMS spread and CMS spreads range accrual. This leverages the Hagan Adjuster methodologies in order to price more accurately these very popular products. 

Eric Benhamou, CEO of Pricing Partners and a former Goldman Sachs employee commented: "Driven by market evolution towards more vanilla products with closed forms pricing, we are revisiting some of our generic platforms to provide faster and more accurate pricers."

 

About Pricing Partners 

Set up by former professionals of the trading industry, Pricing Partners offers accurate solutions for derivatives products valuation, pricing tools and risk analytics with full transparency.

Pricing Partners delivers: 

  • Price-it® Online, an independent revaluation website for vanilla to the most exotic financial products 
  • Price-it® Excel, a latest generation financial library using a payoff language and cutting edge models 
  • Price-it® Source code, an extensive and professional development platform 
  • Price-it® API, a platform for seamless integration of pricers and analytics into STP solutions 
  • Price-it® for Kondor+ Suite®, a pricing library integrated into Thomson Reuters Kondor+ Suite® 
  • Price-it® for Summit MUST®, a financial library integrated into Misys Summit 

Pricing Partners offers cover commodity, credit, equity, fixed income, fx, funds, inflation, interest rates, life insurance and hybrids OTC products. They are widely adopted by investment banks, asset management firms, hedge funds, corporations, pension funds, fund administrators and audit firms. 

Pricing Partners holds offices in Paris, London, Singapore and Hong Kong. Its solutions have been ranked number 1 in Pricing and Analytics by Structured Products Magazine in 2010. 

 

Media Contact: 

Yuxin Mao 

Pricing Partners 

Direct: +33 1 70 60 72 46 

Fax: +33 1 70 60 72 31 

Email: This e-mail address is being protected from spambots. You need JavaScript enabled to view it  

http://www.pricingpartners.com 

Join Pricing Partners on