SuperDerivatives provides multi-asset correlation tables
SuperDerivatives has added downloadable correlation tables to its derivatives market data portal.
First Published by e-Forex News: July, 2007
SuperDerivatives has added downloadable correlation tables to its derivatives market data portal. The correlation tables address the increased demand for timely and highly accurate correlation data at a time when correlation-dominated asset classes such as FX, energy, IR, equity and credit are taking centre stage.<br />
The data - both within and across asset classes - is essential for trading and risk management of popular correlation strategies and structures such as baskets, Quanto options, Constant Maturity Swaps (CMS), Callable Power Reverse Dual Currency (PRDC) swaps and cross-asset knock outs. It is also a prerequisite for any sophisticated performance or risk reporting using methodologies such as Value at Risk (VaR).<br />