Pricing & Valuation
Fenics Embeds Options Pricing into 360T
Fenics Software, a GFI Group company, has signed an agreement with 360 Treasury Systems (360T) to embed the Fenics FX Options Pricing engine (Fenics ePricer) into 360T's TEX multi-dealer trading system.
Chicago Board Options Exchange Readies Customized Option Pricing Service
Market Data Express (MDX), an affiliate of Chicago Board Options Exchange (CBOE), will launch the CBOE Customized Option Pricing Service (COPS) next week.
Pricing Providers Prepare For IFRS 13
A more sophisticated definition of fair value pricing under a new international standard taking effect January 1 requires providers to tie together more details in their services
Startup iPerform Data Bows Near-Real-Time Bond Pricing
More frequent pricing will create greater transparency for traders and index providers, officials say.
Numerix Adds Derivatives Modeling Framework for Trading Desks
The firm's CrossAsset Integration Layer (CAIL), based on its current analytics platform, will allow users to build custom interfaces for listed, exotic, and structured products.
FXall Adds Three Banks for Options Pricing
FXall, the Thomson Reuters-owned foreign exchange (FX) platform, has announced the addition of JPMorgan, Morgan Stanley and Goldman Sachs to its Multibank Options offering.
Wells Fargo Exec: Some Hedge Funds Uncomfortable With Vendors' Evaluated Prices
A valuations executive at the fund administrator told delegates at this week's Frankfurt Financial Information Summit that although pricing and valuations vendors believe they have become much more transparent, some hedge funds are still not comfortable…
