Fenics MD IRO Package
Fri, 31 May 2019 6:16 pm
Fenics Market Data (Fenics MD) is proud to announce the release of its Fenics MD IRO package, produced by Fenics Datalab.
This new package covers the following datasets for EUR, GBP, USD, JPY, CHF, DKK, NOK, SEK
Included datasets for CAD IRO:
Physical Settled Straddle Forward Swap Rate, ATM Normal Vols, ATM Forward Premium
Cash Settled ATM Normal Vols, Receivers/ Payers/ Straddles ATM Forward premium
Physical Settled Skews Normal Vols, Forward Premium
Cash Settled Skews Normal Vols, Forward Premium
Cap/ Floor Skew Normal Vols, Premiums and ATM Swap Rates, Straddle Premiums, Normal Vols
Data is available as a direct feed or through Fenics MD’s distribution partners.
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