Press release - 11 August 2008
OTC
Valuations Limited (OTC Val), a leading provider of independent
derivatives valuation and risk reports for structured products and
exotic derivatives, today announced that it has expanded its
derivatives coverage for Credit, Inflation, Equity, FX, and Fixed
Income products.
OTC Val has expanded its valuation platform to include synthetic and bespoke credit products such as CDOs; inflation coverage includes Bermudan-callable ZC and YoY inflation swaps; equity and FX coverage includes structured basket products with barriers, triggers, and TARN features; and fixed income coverage includes CMS spread and range accrual swaps, including range accruals with time dependent and stochastic barriers. These instruments complement OTC Val’s existing coverage which includes, among other instruments: vanilla as well as capped and conditional variance swaps on equities and indices, equity swaps, equity basket options, interest rate swaps and swaptions, CDS, Index CDS (CDX & iTRAXX), CMS swaps, and LIBOR ... more »
OTC Val has expanded its valuation platform to include synthetic and bespoke credit products such as CDOs; inflation coverage includes Bermudan-callable ZC and YoY inflation swaps; equity and FX coverage includes structured basket products with barriers, triggers, and TARN features; and fixed income coverage includes CMS spread and range accrual swaps, including range accruals with time dependent and stochastic barriers. These instruments complement OTC Val’s existing coverage which includes, among other instruments: vanilla as well as capped and conditional variance swaps on equities and indices, equity swaps, equity basket options, interest rate swaps and swaptions, CDS, Index CDS (CDX & iTRAXX), CMS swaps, and LIBOR ... more »
