Market Data Module
The Market Data module allows you to set up and maintain a range of price and rate data (all of which can be live fed), including:

• Yield curves
• Volatilities
• Bond issue market prices
• Market and closing prices for futures and options
• Historical reference rates
• Forward and spot exchange rates

It also allows yield curves to be set up and defined.
Oberon supports many different curves types, including: IBOR, Treasury, Secondary, MUNI, etc.

Extensive Volatility Functionality

• Enter term structures of forward volatilities or par volatilities, and perform transformations between them
• Enter at-the-money volatilities for underlying rate, or bond prices and yields
• Allows multiple volatility grids for the same instrument type, to reflect the volatilities of different markets
• The volatility grid for different instruments can be specified. Oberon will also perform transformations from cap and floor volatilities to swaption

Live Feed Compatible
All versions of Oberon have live feed facilities to automate the input of market data such as yield curve data and FX rates. Oberon can be set up so that yield curve inputs are automatically updated as market rates change, using data feeds from any major information vendor.

• Easy to configure and maintain - simply cut and paste links from your live data source
• Data validation rules can be set by cell or range of cells
• Control over output, including update interval
• All market data can be live fed