Fenics MD IRO Package expands to cover 32 currencies
Fri, 17 Jan 2020 2:14 pm
Fenics Market Data (Fenics MD) is proud to announce the release
of AED, AUD, CNH, CNY, CZK, HKD, HUF, IDR, ILS, INR, KRW, MXN, MYR, NZD, PHP,
PLN, RUB, SAR, SGD, THB, TRY, TWD, and ZAR IRO to its Fenics MD IRO package,
produced by Fenics Datalab.
Expanding from the existing currencies currently on the Fenics
MD IRO package – CHF, DKK, EUR, GBP, JPY, NOK, SEK, and USD.
Included datasets for AED, AUD, CNH, CNY, CZK, HKD, HUF, IDR,
ILS, INR, KRW, MXN, MYR, NZD, PHP, PLN, RUB, SAR, SGD, THB, TRY, TWD, and ZAR
IRO:
Physical Settled Straddle Forward Swap Rate, ATM Forward
Premium, ATM Spot Premium, ATM Normal Vols,
Physical Settled Skews Normal Vols, Forward Premium, 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
Samples are available
FENICS MARKET DATA
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