New SuperDerivatives benchmark FX options system
SuperDerivatives has released a new version of its benchmark FX options system.
First Published by e-Forex News: July, 2003
SuperDerivatives has released a new version of its benchmark FX options system.The latest version of the site has several enhancements, the main one is a new version of its vanilla options section. This now allows quick and easy pricing of many vanilla strategies, and the built-in functionality allows the user to price popular strategies with just a few intuitive keystrokes. Hedging strategies are obtained instantly. The new system also provides better control in determining the term structures for pricing all kinds of options and easy to use features to assist pricing of multi-leg strategies of all option classes.
In another improvement, aimed for corporations, the multi-leg pricing page enables the entry of their cash flows into the system to check the efficiency of their hedging. The systems risk management portfolio has also been upgraded to allow users to easily mark any options that have been expired, exercised or knocked in or out.