Trading

Quantifi adds loan CDS coverage

Monday, June 18, 2007

Structured credit software provider Quantifi has announced an expansion of its product coverage to include pricing of loan credit default swaps and synthetic CLOs. The LCDS and Synthetic CLO models are available with the upcoming release of the firm's Quantifi Toolkit and Quantifi XL Version 8.7 products.



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CFlux secondary 
CLO index levels:

Index
21 May
CFlux USD AAA  ↑ 96.2
CFlux USD AA  ↑

88.3

CFlux USD A  ↓ 84.1
CFlux USD BBB  ↓ 75.3
CFlux USD BB  ↓

74.1

CFlux USD EQ  ↑ 77.5

 

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