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Pricing Partners' Inflation Module provides you with a wide coverage of derivative products, pricing models and numerical methods.  

Models available

  • Deterministic
  • Benhamou Schauly (Index Model)
  • Benhamou Belgrade Khoeler (Market Model)
  • Mercurio Moreni

Application to products includes :

  • Vanilla Products
    • Year-On-Year Swap
    • Zero Coupon Swap
    • Bonds
  • Options
    • Caps, Floors, Swaption 

 

To learn more about Pricing Partners' exhaustive models and product examples, download the list of models.