Derivative Engines provides a complete solution to investors for pricing the FX Options. Since at the money volatility curve is updated automatically according to option market conditions, users receive real time FX Option bid / ask quatations. The option calculator presented in this Web Site can be used for pricing the Vanilla European FX Options on EUR/USD, GBP/USD, USD/CHF, USD/JPY, USD/TRY and EUR/TRY currencies. In the future other currency pairs and Barriers Options like KI and KO will be launched. Vanna Volga Method is used in order to form the tail volatilities.


Date Added: Jan 27, 2010 Hits: 116 Rating: 4.00 Votes: 4