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RFR TRANSITION IN SUMMIT
Summit supports the RFR transition at the individual trade level and in Bulk mode using the Bulk transition utility. The first step in performing RFR
RFR TRANSITION METHODS
One of the most important events in Financial Markets at present is the cessation of LIBOR. The pound sterling, Euro, Swiss franc, Japanese yen LIBOR
LINEAR INTERPOLATION
1. Linear Interpolation Introduction Linear interpolation is a method to construct new data points with existing ones. Since antiquity, gaps intables have reportedly been filled
INTERPOLATION SELECTION FOR USD SOFR
1. Introduction The purpose of this document is to analyze the performance of different candidate interpolation methods in Summit to find the best interpolation method
CHOOSING AN INTERPOLATION METHOD FOR CURVE CONSTRUCTION
When it comes to derivatives valuation, everything starts with the zero-curve construction. Therefore, choosing a suitable interpolation method is as important as choosing the proper
CREDIT DEFAULT SWAP
What is Credit Default Swap? A Credit Default Swap (CDS) is a derivative contract between a CDS seller and a CDS buyer. CDS buyer makes
INTEGRATING SINGLE SIGN-ON (SSO) WITH SUMMIT V6.2
As we continue from the last release, some of the challenges other than Azure ID and Summit User ID mismatch are discussed below. Also, learn
INTEGRATING SINGLE SIGN-ON (SSO) WITH SUMMIT V6.2
What is Single Sign-On (SSO)? SSO is a session and user authentication service that permits a user to use a single set of logincredentials across
RFR TEST STRATEGY & IMPLEMENTATION
Why Test RFRs? LIBOR (London Interbank Offered Rate) was the key benchmark interest rate used by global lending institutions for decades. However, its role in