SuperDerivatives provides multi-asset correlation tables
SuperDerivatives has added downloadable correlation tables to its derivatives market data portal.
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 />