Bloomberg offers FX Option Portfolio Analysis

Bloomberg has released an FX Portfolio Analysis function, OVRA <GO> on the BLOOMBERG PROFESSIONAL® service, for revaluation and scenario risk analysis of portfolios containing FX Spot, Forwards, and Options positions as well as dated cash flows.

First Published by e-Forex News: July, 2008

Bloomberg has released an FX Portfolio Analysis function, OVRA &lt;GO&gt; on the BLOOMBERG PROFESSIONAL&reg; service, for revaluation and scenario risk analysis of portfolios containing FX Spot, Forwards, and Options positions as well as dated cash flows. From Bloomberg&rsquo;s OVML FX options calculator, users can transact electronically with market-making banks or manually book FX and FX Options trades into an OVRA portfolio. When booking a trade manually, a trade affirmation can optionally be sent to the counterparty, and trade details can be sent via an STP feed to mid- and back-office systems including Bloomberg&rsquo;s TOMS and POMS/AI order management systems.
The OVRA Portfolio screen shows the value and greeks for each trade in the portfolio using current market rates.&nbsp; It can also show historical values using historic market rates.&nbsp; The OVRA Scenario Analysis screen displays the value and greeks for the portfolio at various spot rates, volatility levels, and horizon dates.