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Pricing Partners strengthens commodity module with seasonality computation

27 October 2010  |  1458 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.

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