Tag: ICAP Equity Derivatives

Interdealer broker ICAP has partnered with Toronto-based Prism Valuation to create ICAP Equity Derivatives - an end-of-day, premium data product. ICAP Equity Derivatives content includes volatility surfaces, variance swap curves and forward curves for the top 13 global equity indices, with maturities from one month up to 10 years and strikes between 5% and 400% of…