Quantifi, a provider of analytics, trading and risk management solutions to capital markets, has released the Version 9.4 (V9.4) of its pricing and risk analysis software.
According to the company, the new version of its pricing and risk analysis software offers expanded asset coverage including broader support for interest rate derivatives, inflation products, global bonds, convertibles and CLOs. It support recent changes to the OTC markets including ‘dual-curve’ yield curve construction and new Asian standardised CDS contracts.
V9.4 features a new wizard for automating rate resets and a new application that automates mapping of loan information from trustee reports. Its infrastructure improvements include a full audit trail that captures all changes to trade and risk information.
V9.4 also incorporates Quantifi’s credit valuation adjustment and counterparty risk solutions, namely Quantifi CVA and Quantifi Counterparty Risk. These solutions offer clients the ability to correctly price and manage counterparty and market risk.
Mark Traudt, CTO of Quantifi, said: “Quantifi remains committed to using the most advanced technology available in order to develop innovative, robust and intuitive solutions. Our highly-skilled development team works in close partnership with both clients and industry experts to ensure that we provide timely and effective solutions.
“V9.4 is the culmination of our most recent efforts and delivers a solution the market greatly needs.”