Forums  > Pricing & Modelling  > Swaption pricing- without markit consensus sources  
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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?


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