Kalahari Rolls Out US Repo Pricing Module


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

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