- Quantifi Version 10.0 provides significantly broader asset coverage including Hybrids
- Delivers enhanced scalability, groundbreaking performance and key improvements in complex OTC valuation and Counterparty risk management
London and New York (11th January 2011) - Quantifi, a leading provider of analytics, trading and risk management solutions to the global capital markets, today announced the release of the latest version of its pricing and risk analysis software. Version 10.0 (V10.0) includes significant enhancements to product coverage, functionality, and usability.
"With the release of V10.0 we are addressing demand for broader asset coverage, enhanced counterparty risk management, improved valuation, simplified operations and regulatory compliance."
Rohan Douglas, CEO of Quantifi
Rohan Douglas, CEO of Quantifi says, “2010 will be seen as a watershed year for the OTC derivatives markets. It has presented unique challenges as well as opportunities for our clients. With the release of V10.0 we are addressing demand for broader asset coverage, enhanced counterparty risk management, improved valuation, simplified operations and regulatory compliance. By evolving rapidly we continue to provide our clients with solutions they can depend on, allowing them to respond rapidly to opportunities and more effectively manage their risks.”
V10.0 includes the following updates:
- Fourth generation counterparty risk management with market leading performance based on the fastest, most accurate Monte Carlo engine available
- Significantly expanded asset coverage including Hybrid products
- SABR rate volatility modeling with managed-cost for complex rate derivatives
- Dual-curve(including OIS discounting)/collateral-adjusted interest rate risk management
- Enhanced flow trading support including Eurodollar Packs and Bundles
- Simplified operations with improved time-cohesive corporate action processing
- Continued usability enhancements including a rebranded user interface
- Security improvements including support for SQL Server Windows Authentication
Mark Traudt, CTO of Quantifi, comments, “The release of V10.0 includes a range of significant enhancements. Driven by client demand and evolutions in the market, it reflects our commitment to innovation and technical excellence. I am particularly proud of our continued ability to improve our speed and scalability while dramatically expanding functionality.”