SuperDerivatives moves to improve options pricing transparency
Derivatives pricing technology vendor SuperDerivatives will launch new pricing models for foreign exchange and interest rate options in February as a means of improving price transparency, the vendor has told FX Week.
SuperDerivatives clients currently use the vendor's own proprietary pricing models as part of its front-office platform, SDX. The model's code is secret, meaning clients can price options but don't know in fine detail how each option is priced. The vendor now plans to publish the
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