Presented November 21st, 2023
Empyrean Solutions is releasing two new features for Empyrean customers, market rate services.
-The interest rate service includes month end and implied forward rates for the US Treasuries, Fed. Funds OIS, SOFR OIS, BSBY swap yield curves and a top analysts’ consensus forecasts of key U.S. interest rates.
-The volatilities service includes SOFR swaption and interest caps volatilities for term structure model calibration and valuation.