The initial release, which has been in beta testing for the past few months, includes valuation models for interest rate, foreign exchange and commodities derivatives, including swaps, futures and options, with additional instrument coverage available upon request, says Bob Park, chief executive of Fincad. Valuations are calculated from user-supplied inputs such as settlement date, benchmark curves, and market data from Icap.
"Fair Value Insight can be used to value securities, provide a second o
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