Actant adds Bachelier model for Eurodollar interest rate options
London September 28, 2015
In the current trading environment where risk free interest rates tend to zero or even go below, CME Eurodollar and similar interest rate option products need […]
London, March 19, 2015
Recognizing current market solutions lack support for multiple volatility models, such as polynomials, SABR, and n-point splines, while leveraging ad-hoc user-defined controls, fitting, and post fit-manipulation, Actant has introduced a revolutionary new […]
Actant clients have entered production with the faster next-generation CME MDP3 price feed technology which brings a significant performance boost over the previous generation price feed.