Lyxor Taps Markit for Implied Volatility Data

Société Générale investment subsidiary Lyxor Asset Management has selected Markit to provide daily implied volatility data on equities for its entire range of structured funds to support its net asset value (NAV) and end-of-day valuations. Daily data on more than 150 underlying stocks and indexes will be sent daily to Lyxor via XML through Markit's API.

  • LinkedIn  
  • Save this article
  • Print this page