Market data retrieval in PolyPaths is available on-demand and can be incorporated into your analytic workflow in real-time. Whether you’re looking to perform quick spread analysis or a historical, time-series analysis, PolyPaths’ market data process follows all available market conventions while adhering to strict validation procedures. Please join us on Thursday, March 25th for on overview of how market data is sourced and used in the system. Full details and registration are available here.

Thursday March 25th – 11am ET
Market Data in PolyPaths

Market rates play a ubiquitous role as the base assumptions for building in PolyPaths’ as the base assumptions for building industry-leading valuations. By leveraging market data on instruments such as swap rates and Treasuries, we can bootstrap various yield curves including LIBOR, OIS, SOFR, and government curves. Retrieved volatilities play a critical role in determining optionality, from direct cap and swaption valuation to option-adjusted spread determined through our flagship interest rate models. Finally, clients have the ability to configure and expand the core market data with additional pricing curves, reference data, and currencies. In this webinar we will cover:

• Sourcing Market Data including bid/ask quotes
• Storing and Retrieving Market Data
• Overview of key sections
• Additional features such as…
  • Swaption Volatility Skew
  • Ref Bond Data

To register for this webinar, please click here.