ICY improves FX option pricing system

ICY Software continues to improve its FX option pricing system, introducing ICYFX 4.

First Published by e-Forex News: October, 2003

ICY Software continues to improve its FX option pricing system, introducing ICYFX 4.5 to its customers. ICYFX 4.5 includes enhanced reporting features, as well as new option types and analysis tools. The new reporting interface of ICYFX 4.5 has been made as user-friendly and flexible as possible and the components of the underlying options strategy or structured deposit can also be attached directly to the report as dynamic links. Each newly created or pre-set FX structure can therefore be linked to a specific presentation format, and strategy parameters will be automatically populated in the report.
ICYFX 4.5 also includes new features in pricing (new Average Rate/Strike options, Windows options) and monitoring (graphs and matrix displaying Intrinsic and Time Value for better stress-testing of strategies).