SuperDerivatives releases new version of SD-FX

First Published: e-Forex Magazine 22 / News / January, 2006

SuperDerivatives® has released a new, even more powerful version of its SD-FX™ pricing platform which now includes additional cutting-edge exotic foreign exchange (FX) options, such as multi-period faders with knock-outs and accumulators, basket options and variance swaps. A correlation module has also been added, allowing the real-time calculation of correlation-dependent options.The latest release includes many new tools for corporate users and fund managers. Among them are powerful risk management utilities, such as the volatility sensitivity analyzer. This lets portfolio-managers assess the potential exposure of their options portfolio to simultaneous changes in both the spot rate and implied volatility, based on real market prices. A new hedging Strategy Wizard has also been added; this automatically suggests effective strategies for hedging specific currency exposure, subject to parameters defined by users....continued

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