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Version 11 available in Beta! Contact us today to get a head start on our latest, including:

  • Expanded asset class coverage, including Dividend Futures (DF) and Constant Maturity Swaps (CMS).
  • The ability to define roll yield quote for a given roll curve supports total return futures.
  • Forward and Convexity Adjusted models available for use with Deposit Futures (DEPF).
  • Improvements to the Swap and Portfolio Swap (PSWP) securities.
  • Support for snowball coupons for Triggered Equity-Linked Securities (TELS).
  • Support for filtering of holdings in as-of mode by historic quantities. 
  • Extended precision - up to six digits after the decimal point - for pricing environment fields.