SuperDerivatives has launched an enhanced version of its SD-EQ real time pricing and analytics platform that it expects will enhance accuracy and productivity for equity derivatives.
In the new version, SD-EQ features the industry’s first “Equity Derivatives Data Generator” (SD-EDG), which provides real-time volatility surfaces as well as implied dividend forecasts and forward price term structures for any underlying stock or index.
Alongside SD-EQ, the SD-Revaluation service has also been upgraded to utilize the advanced SD-EDG inference engine for generating highly accurate valuations and risk reports for equity derivatives portfolios.
“The new version of SD-EQ is a breakthrough for equity derivatives market participants,” says Adam Duff, equities product manager of SuperDerivatives. “This will significantly improve the transparency in equity options markets globally. As the popularity of advanced instruments, such as equity linked notes and complex exotic structures increase, SD-EQ provides pricing, risk management and revaluation to the exotic options they embed.”