Quantifi releases advanced toolkit version 8.7

Quantifi, the NY-based provider

of credit analytics and risk management systems, has launched Quantifi Version 8.7, its most advanced toolkit for the pricing and risk assessment of credit derivatives. The new release supports the mixing of base correlation surfaces on a name-by-name basis for bespoke pricing tasks. The vendor says name-by-name surface assignment is becoming a market-standard approach for choosing a correlation in the pricing and risk analysis of CDOs.

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