Reuters Readies Derived Data Set For OTC Derivatives


Reuters plans to add calculated data covering over-the- counter derivative markets to several of its Reuter Terminal-delivered services in the third quarter of this year. Reuters will produce the new data using software supplied by U.K.-based Derivative Trading Systems (DTS), best known for its Horizon yield-curve analysis system.

Under the agreement signed last December, DTS is developing software to generate discount factors and zero coupon yields, initially for instruments denominated in m

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