Pricing and analytics software vendor Kalahari has released a new pricing module for US repurchase agreements for its KACE2 analytics, modeling and publishing engine, to enable clients to use the vendor’s overnight index swap step curve to price repos with more accuracy and granularity than by relying on the LIBOR (London Interbank Offered Rate) curve.
An unnamed interdealer broker began using the repo module at the end of last year, and the vendor is now offering the module to the broader marke
Waters Wavelength Podcast Episode 75: An Update on the Julia Programming Language; AI & Alternative Data; Digital Currencies
Julia Computing's Viral Shah talks about the programming language he helped create and what's ahead for it. Then James and Anthony talk about the pairing of AI & alternative data, digital currencies, and Game of Thrones.Subscribe to Weekly Wrap emails