Wall Street Systems enhances FX OTC module

Wall Street Systems continues to develop next generation functionality for the FX OTC market within The Wall Street System treasury engine.

First Published by e-Forex News: July, 2003

Wall Street Systems continues to develop next generation functionality for the FX OTC market within The Wall Street System treasury engine. Included in the latest developments is the ability to pre-configure packages such as Straddles, Strangles, Risk Reversals etc. These strategies are saved in a saved area within and then dragged and dropped into the Work Area. Once in the Work Area strategies can be priced and booked and spot and forward delta hedges can be applied.
The above example illustrates a simple 30 Delta Risk Reversal for EURUSD. The Package Detail shows all the outputs pertaining to the package. The drop-down menu shows there are many different options that can be applied. This functionality is also being developed for operational processing of packages in the back office modules of the system.