Pricing Service Offered by Icap Information Services

IIS to partner with Prism Valuation.

kevin-taylor-icap
Kevin Taylor, managing director IIS
  • LinkedIn  
  • Save this article
  • Print this page  

Icap Equity Derivatives will include volatility surfaces, variance swap curves and forward curves for the top 13 global equity indices, including maturities from one month up to 10 years and strikes between 5 percent and 400 percent of spot.

Information is delivered in end-of-day file format at 5:30 p.m. EST each day, and is available through download on a file transfer protocol (FTP) site or via email as a comma-separating values (CSV) file.

Icap Equity Derivatives uses calculation and extrapolation techniques in addition to listed option data from exchanges, historical Icap trade data and the variance swap curve.

"Icap Equity Derivatives provides investment managers with sophisticated valuation tools that enable them to conduct accurate portfolio analysis, forecast volatility and hedge against risk in the over-the-counter (OTC) equity derivatives markets," says Kevin Taylor, managing director IIS.

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@waterstechnology.com or view our subscription options here: http://subscriptions.waterstechnology.com/subscribe

You are currently unable to copy this content. Please contact info@waterstechnology.com to find out more.

Copyright Infopro Digital Limited. All rights reserved.

You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email info@waterstechnology.com

Copyright Infopro Digital Limited. All rights reserved.

You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email info@waterstechnology.com

More on Data Management

The IMD Wrap: The growing data catalogue space

With their potential to manage costs and surface strategic datasets, it’s no wonder Max gets excited about data catalogs. This week, he takes a look at a new startup entering the space.

The IMD Wrap: Taking stock of inventory management

With market data and associated costs typically representing a firm’s third-largest expense, there’s a lot of incentive to manage data and its usage more efficiently. Max flings open his fridge to illustrate what’s new in this space.

You need to sign in to use this feature. If you don’t have a WatersTechnology account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here