SuperDerivatives, a London-based options pricing and risk management software provider, launched SD-IR, an interest rate pricing platform, on Tuesday, Sept. 20, marking its move into a new asset class.
SD-IR offers pricing capabilities and analytics for all interest rate products, which the company says will enable clients to reduce the risk of sudden losses from incorrect revaluations.
Like SD-FX, the vendor's flagship currency options pricing product, SD-IR is delivered over the Internet.
James talks about his trip to Chicago and some of the interesting topics that came up (including a look at disaster recovery demands). Then Anthony and James touch on ISDA's initial margin rules, with Phase 3 going live next year.Subscribe to Weekly Wrap emails