PARIS, JUNE 02, 2015 - ITO 33 ANNOUNCES A NEW MAJOR VERSION OF OPSCORE

Paris, June 02, 2015 - ITO33 announces a new major version of Opscore.

    Opscore 3.8 delivers several new capabilities to end-users:
  • A new pricing front-end is now included in Opscore. This product can be used for convertible bond analysis, scenario simulations and market screening.
  • Pricing and database support is provided for Interest Rate Swaps and Warrants with complex clauses (dividend protection, forced exercise, etc...).
  • The activation of a call feature when the stock price is above the trigger during a number of non consecutive days (M out of N) is now taken into account.
  • A new type of make whole call is supported. The number of extra shares added to the conversion ratio when the issuer calls for redemption is computed by a lookup on the takeover matrix.
  • New information has been added to the database to improve the description of instruments.
  • The FX volatility and the correlation from equity to FX is now always taken into account when pricing a cross-currency instrument.
  • Real time quotes for equity, FX and yield curves can be retrieved from Reuters-Eikon.

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