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Zahlen2k


Total Posts: 1
Joined: Jun 2019
 
Posted: 2019-06-29 22:43
Hi All

Im trying to create an independent valuation model for rates swaptions traded at my firm.
As we're not a market maker we're not entitled to use Totem etc. And the budget is tight.
We get some vol surfaces from a bank we trade with, and have access to the citi velocity platform, but
I'm looking for other good quality and ideally low price option data sources. Anyone have any ideas?

Cheers

Zahlen
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