SuperDerivatives provides multi-asset correlation tables via its market data portal

SuperDerivatives, an options and solution provider for multi-asset option pricing, independent revaluation, derivatives data, trading and risk management systems, has added downloadable correlation tables to its derivatives market data portal.
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SuperDerivatives, an options and solution provider for multi-asset option pricing, independent revaluation, derivatives data, trading and risk management systems, has added downloadable correlation tables to its derivatives market data portal.

The correlation tables address the increased demand for correlation data at a time when correlation-dominated asset classes such as FX, energy, IR, equity and credit are taking centre stage, the firm says.

Updated daily, the correlations tables augment SuperDerivatives' market data offerings for third-party risk management systems which include volatility surfaces, term structures, yield and forward curves, and implied dividend forecasts. All are produced using its benchmark option pricing model in conjunction with quality, validated rates from the company's global contributor network of brokers, exchanges and market-makers.

"Following the popularity of our correlation capabilities both within our real-time pricing and analytics platforms and via our automated portfolio revaluation service, we've decided to enable practitioners of all sectors to use them for enriching their own risk management systems or homegrown spreadsheets," says Daniel Weigert, head of the SuperDerivatives revaluation centre.

SuperDerivatives correlation tables span all asset classes – including currencies, interest rates, credit, equity, commodities and energy - across developed and emerging countries, exchange and OTC markets, the firm comments. Data files are accessible via the company's revaluation centre derivatives data portal as downloadable Excel spreadsheets, automatically via web services application programming interface (API), or using any market-standard format and protocol.

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