Pricing Partners Improves Derivatives Pricing Library

Valuation provider Pricing Partners has enhanced its derivatives pricing library with improved Greeks, values representing sensitivities in the prices, for its pricing engine. The changes, set to improve speed and accuracy, have involved improving the generic pricing grid engine equipped with on-the-fly Greeks calculations with a fixed grid.

  • LinkedIn  
  • Save this article
  • Print this page  

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 indvidual account here: