Directory of Open Source for Quantitative Finance and Trading
Username: Password: Not registered?
 
Quick Search:    (AJAX based: No need to press button)



Main : Calculators : 

Category: Calculators
VisitDynamic FX Option Calculator Popular Last Update: 2009/12/18 13:08
Submitter: tdoguc
Description:
Derivative Engines provides a complete solution to investors for pricing the FX Options. The option calculator presented in this Web Site can be used for pricing the Vanilla European FX Options on EUR/USD, GBP/USD, USD/CHF, USD/JPY, USD/TRY and EUR/TRY currencies. In the future other currency pairs and Barriers Options like KI and KO will be launched. At the money volatility curve is updated automatically according to option market conditions. Vanna Volga Method is used in order to form the tail volatilities.

Hits: 985   Rating: 9.25 (4 votes)
Rate this Site | Modify |Report Broken Link | Tell a Friend | Comments (0)

The comments are owned by the poster. We aren't responsible for their content.
Similar Links:
OptionCity Calculator (Link)
Exotic Options Online Calculator (Link)
Educational calculators (Link)
Option Calculator and Programming stuff (Link)
Options calculator spreadsheet (Link)
Copyright © 2011 QuantCode Inc. All rights reserved.