ITO 33 IN RISK MAGAZINE ANNUAL SOFTWARE SURVEY DECEMBER 2010

The company has enhanced the equity-to-credlt link in its Opscore front-office application for pricing, hedging and analysis of convertible securities, and extended the handling of asset-swapped convertible option transactlons and resettable convertible bonds for the Asian market. The firm has also expanded its proprietary regime-switching technology to deal with sparse volatility surface data for single names and volatility derivatives on equity indexes such as Vix options. Opscore consists of a data model of terms and conditions, a pricing engine and an Excel from end.

Contact: Serge Kouyoumjian
T: +33 1 47 07 08 12
E: serge@ito33.com
Web: ito33.com