Quantifi ready for Big Bang with version 9.1.4

- WatersTechnology Staff
- 01 May 2009

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Enhancements include: - The new ISDA CDS standard model to convert spreads to upfront fees and to calculate exact settlement payments - Support for calibration of survival curves based on the new SNAC quoting convention (the new convention will not be compatible with existing models and these enhancements are essential for accurately pricing CDS and related products going forward) - The ability to calculate hedges and sensitivities based on the SNAC contract - Trade capture support for the

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Quantifi ready for Big Bang with version 9.1.4

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