SuperDerivatives upgrades SD-IR platform

Source: SuperDerivatives

SuperDerivatives, the benchmark for options and the leading provider of option pricing, independent revaluation, trading and risk management systems has released a new version of its state-of-the-art interest rate options and structured products platform.

The enhancements to SD-IR, the real-time pricing, analytics and risk management platform for interest rate options and structured products are based on feedback from several hundreds of clients all over the world in banks, hedge funds, asset managers and corporations.

The new release of SD-IR dramatically increases the value of the system for SuperDerivatives broad global user base. It supports many additional built-in structured products, exotic options and emerging markets. It provides powerful structuring wizards and builders and includes enhancements for reading cash flows from external systems and generating the appropriate hedging. Additionally, it equips the sales force of banks with powerful marketing tools allowing them to increase revenue.

"The updated SD-IR addresses the on-going requests of our numerous users all over the world. It specifically attends to the demands of the many structured products desks that have standardized on SD-IR as it allows them to dramatically increase sales, productivity and profits. We are committed to keep developing the system to ensure full coverage for all markets and instruments allowing market participants of all sectors to most effectively achieve their trading goals", says Robert Emerson, Global Interest Rates Options Specialist, SuperDerivatives. "In less than two years SD-IR has become the de-facto standard and the only commercially available system that provides accurate real-time pricing as well as advanced analytics and risk management for interest rate options"

Among the highlights of the release is the Structured Product Builder allowing users to efficiently construct custom structured products. Support was added for several additional advanced exotic options and option-embedded structures such as CMS spreads, inflation, BMA, Ionia and dual currency linked structures. SD-IR now supports a myriad of emerging markets such as Mexico, Brazil, Chile India, Taiwan and Turkey with built-in market conventions and real-time yield curve and volatility data.

SuperDerivatives' products, including real-time pricing and analytics systems, risk management systems, portfolio revaluation services, options market data portal and online trading capabilities, are used by numerous companies from both the buy and sell side. Its pricing platforms are used by almost all the banks around the world that are active in options, as well as by numerous corporations, asset managers, hedge funds, auditors and central banks.

SuperDerivatives' benchmark option pricing model is the only publicly visible and market tested model whose accuracy in generating real market prices for all types of derivatives has been proven and validated continuously for several years.

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