CAD IRO added to Fenics MD IRO Package
Mon, 29 Jul 2019 6:17 pm
Fenics Market Data (Fenics MD) is proud to announce the release of CAD IRO to its Fenics MD IRO package, produced by Fenics Datalab.
Included datasets for CAD IRO:
Physical Settled Straddle Forward Swap Rate, ATM Spot Premium, ATM Normal Vols
Physical Settled Skews Normal Vols, Spot Premium
Cap/ Floor ATM Swap Rate, ATM Straddle Premium, Cap/ Floor Normal Vols
Cap Skews Premium, Floor Skews Premium, Cap/ Floor Skew Normal Vols
Data is available as a direct feed or through Fenics MD’s distribution partners.
FENICS MARKET DATA
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