Pricing Partners adds tools for ABS valuation
Paris-based Pricing Partners, an independent valuation provider and specialist in mathematical models and analytics for derivatives and structured products, has developed a number of new tools for ABS valuation. These tools have been incorporated to strengthen the credit module of the Pricing Partners libraries, allowing users to value similar or derived products like CDOs of ABS and RMBS. According to Pricing Partners, within this new framework users can take into account both the pre-payment
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