18 February 2018
visit www.ebaday.com

Pricing Partners strengthens commodity module with seasonality computation

27 October 2010  |  1463 views  |  0 Source: Pricing Partners

Pricing Partners, the independent valuation expert and a world leader in mathematical models for valuations of derivatives and structured products, announced today that its commodity pricing library, Price-it, now contains automatic detection of seasonality in commodity module.

Commodity futures prices especially on energy exhibit strong seasonality. The Pricing Partners library now automatically detects and calculates seasonality correction on commodity futures and delivers more accurate pricing results.

Eric Benhamou, CEO of Pricing Partners comments: "We are continuing investing in research and development to deliver very high quality analytics and pricing models. With this release of automatic computation of seasonality, we are making an important step towards establishing ourselves in the commodity space as we have done for interest rates, credit or equity derivative pricing. Demand for pricing analytics on commodity derivatives is accelerating. Pricing Partners is ready to deliver our unrivalled pricing library to all of our clients."

The automatics seasonality will be available in all platforms: Price-it Excel, Price-it API, Price-it Source Code and Price-it Online.

Comments: (0)

Comment on this story (membership required)

Related blogs

Create a blog about this story (membership required)
Visit www.vasco.comvisit www.swift.com/your-needs/instant-paymentsvisit www.nextgenbanking.co.uk

Who is commenting?

Top topics

Most viewed Most shared
Saudi central bank provides sandbox for banks to try out Ripple techSaudi central bank provides sandbox for ba...
10731 views comments | 16 tweets | 11 linkedin
Aussie real-time payments platform goes liveAussie real-time payments platform goes li...
8406 views comments | 15 tweets | 42 linkedin
ECB launches staunch defence of cashECB launches staunch defence of cash
8112 views 10 comments | 21 tweets | 26 linkedin
hands typing furiouslyHow can Blockchain Help with AML KYC
7836 views 3 | 9 tweets | 4 linkedin

Featured job

Competitive base + commission + benefits
London, UK

Find your next job