FNX licenses derivatives analytics

The additional cov erage, called the Advanced Derivatives Module, will power models such as IndexAM for exotic pricing, TAM/T4M swap pricing and multi-factor valuations of credit derivatives. FNX developed the deal capture, processing and accounting functionality last year, but chose to partner with Suite to license its analytics. Cygnifi, JP Morgan’s defunct technology spin-off, originally developed Suite’s models and it is in use at many other leading banks including Bank One, Deutsche Ban

To continue reading...

You need to sign in to use this feature. If you don’t have a FX Week account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: