The calculator was designed by the two partners to provide several pieces of information, including the underlying spread that corresponds to futures price quotes for specific settlement dates, the price implied by a given spread, and the 'when issued' calculation based on forward starting indices.
"By leveraging Quantifi's experience in analytics we are able to provide credit futures participants with a tool that allows them to assess the relative value of the index futures contract against oth
WatersTechnology attended the Futures Industry Association's annual conference in Boca Raton, Florida. These are the takeaways.Subscribe to Weekly Wrap emails
- The Insurgents: Fintechs Are Knocking Off Incumbents
- CFTC Commissioners Lash Out at EC Clearing Proposals
- Waters Wavelength Podcast Episode 113: IBM's Lund on Blockchain's Evolution
- Wrestling Over Competing Mifid II, GDPR Data Demands
- MarketAxess Banks on Asian Electronic Markets with BlackRock Partnership