S&P Cap IQ Adds Numerix Pricing Models

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S&P Capital IQ has incorporated pricing models from derivatives analytics, valuation and risk management software vendor Numerix into its Portfolio Risk solution, building on an existing multi-year agreement between Numerix and R2 Financial Technologies, which S&P Capital IQ acquired in 2012.

As a result of integrating Numerix's models, S&P Capital IQ is able to extend Portfolio Risk's capabilities to provide cross-asset analytics and pricing models across asset classes ranging from cash, fixed income and equities to exotic derivatives, officials say.

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