New credit derivatives calculator from GFI

New angles

New York-based inter-dealer broker GFI has launched its credit derivatives pricing tool, Fenics Credit. GFI partnered with risk management and derivatives modelling experts John Hull and Alan White to develop the tool.

Fenics Credit provides prices for credit default swaps, forward default swaps, options on default swaps and cancellable default swaps. Pricing algorithms and risk analysis tools enable users to analyse default swap price sensitivities and responses to changes in specific factors

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options

If you already have an account, please sign in here.

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here