Quantifi has extended the functionality of its credit derivative valuation software to include the ability to price loan credit default swaps (LCDS) and tranches on LCDS (Synthetic CLOs).

“Rapid growth in the LCDS market created immediate trading opportunities. Quantifi has responded to our needs for new models and tools for this market with impressive speed. We have come to expect this level of responsiveness and commitment from Quantifi”, said Rizwan Akhter, Structured Credit Portfolio Manager at DiMaio Ahmad Capital – a New York based alternative investment management firm.