More NewsSophis Adds Pricing Functionality to Convertibles Software

Sophis Adds Pricing Functionality to Convertibles Software

Portfolio and risk management solutions provider Sophis has released of a new version of Convertibles On-Line, its extensive data services with integrated pricing library for convertible bonds. This new version includes enhanced analytics as well as the latest novelties in convertibles pricing: Partial Differential Equations (PDE). Sophis said that the new version of Convertibles On-Line is the first to have integrated a PDE solver engine in a convertibles pricing tool. The firm said use of PDEs would provide higher flexibility to take into account all events in the life of a derivatives underlying, and ensure more accurate pricing and Greek indicators. The Convertibles On-Line database covers over 2,000 international convertible bonds, from all European countries, USA, Japan and South-East Asia and is monitored by Sophis’ multinational Data Analyst team, which provides daily updates of all historical data (bond prospectus, details of bond clauses, redemption conditions etc.).

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