Derivatives Pricing Models and Instrument Coverage
To take full advantage of the derivatives market you need the right coverage. Welcome to the industry's most comprehensive analytics library - giving you the cross-asset coverage you need to succeed.
- FI (Fixed Income) - Includes government debt & bonds, range accruals, floaters and MBS.
- IR (Interest Rate) - Includes various types of swaps and swaptions.
- CR (Credit) - Includes baskets, CDS, CDOs, indices and options on credit instruments.
- EQ (Equity) - Includes Asian, cliquet, multi-asset options, total return swaps and volatility.
- FX (Foreign Exchange) - Includes binary & barrier options and volatility.
- CD (Commodity) - Includes Asian, barriers, forwards, futures, swaps and swaptions.
Download a more detailed list of Cross-Asset Coverage (144 KB PDF)