You acquire the bond forward daily quotes from data vendors, however they are not accurate enough to be used for e.g. daily trading in SimCorp Dimension.
We have a new solution for you: our Bond Forward (OTC) daily pricing engine will provide you with the reliable daily quotes, which can be used for daily trading, accurate hedging and DV01 calculation.
Doesn’t require manual interference. Fully automated
Pricing model is based on the up-to-date market data of underlying components