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MakeVC produces volatility and correlation data sets using exponentially weighted moving averages on historical price and interest-rate time series.
MakeVC allows historical futures price input and creates constant maturity futures using a choice of several methodologies.
The MakeVC Excel interface allows historical data input through Microsoft® Excel, thus allowing easy input through multiple data feeds.
Data feeds interfaces available are:
- Bloomberg®
- FAME®
- Datastream®
- Generic Excel®
View the MakeVC product profile .
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© 2008 Financial Engineering Associates, Inc. All rights reserved.
Financial Engineering Associates, Inc. is registered and conducts business in Texas under the name "FEA, Inc."
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