Serving the Quantitative Finance Community
MUST valuation tool
SUMMIT came up with the new module called MUST. The objective is to extend SUMMIT pricing capabilities to all kinds of structured notes and swaps.Any comments from the end users? How good the pricing is ? Shortcomings ?Thanks a lot
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- sanjaysivakumar
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MUST valuation tool
Must has a Extended BGM pricing methodology. BGM is extended to equity and Fx rates also using correlations among them.