With the release of version 8.6, Quantifi maintains its leadership by being first-to-market with pricing models for some of the market’s latest innovations – constant proportional debt obligations (CPDOs), options on CDO tranches, and forward starting CDO tranches.

Sam Priyadarshi, Vice President, Derivatives at Delaware Investments, said, “As a manager of CDOs, we chose Quantifi because of their depth of coverage, the speed, accuracy, and flexibility of their pricing models, and the ability to perform comprehensive risk analysis on a portfolio of bespoke CDOs.”