Quantifi's Version 9.0 release includes a wide range of significant enhancements driven by client needs and evolutions in the market. Significant activity and interest in the synthetic loan market has resulted in the need for more complex second-generation models for pricing LCDS, LCDX, and LCDX tranches incorporating call risk calibrated from a variety of market inputs.

Recent volatility in the market has also resulted in the need for greatly expanded sensitivity and scenario tools allowing analysis of market value and the unique ability to measure sensitivities of derived values to changes in complex combinations of correlation, credit spread, and interest rate scenarios.

Increased trading across asset classes has also driven a demand for more sophisticated relative value and relative risk measures between bonds and credit derivatives. Version 9.0 includes significant enhancements in bond pricing and sensitivity analysis allowing more complex relative value, spread, interest rate, and duration measures for fixed, floating, amortizing, step-up, and callable bonds.

The 9.0 release also includes significant speed improvements to what are already the fastest available models in the market. In total, the 9.0 release includes over 20 new features and enhancements.

"The increased volatility and uncertainty in the market, along with its continued rapid evolution as evident by the growth in synthetic loan products mean that it is more important than ever for market participants to be able to respond quickly to market changes. Our clients have come to depend on our unique ability to rapidly turn around first-to-market models and respond quickly to their evolving needs," said Rohan Douglas, Founder and CEO of Quantifi.