Part II: End of day and online FX options pricing processes This article is the continuation of the part I.
Category: DX-Derivatives
FX Options pricing – Plain Vanilla European model (Part I)
Part I: Description of FX options pricing basic requirements 1.1 Market data feeds To be able to price FX options, the
Core Accounting
CORE ACCOUNTING Main table: CONSOLIDATE.COND Audit Track Focus on DX module CORE ACCOUNTING MAIN TABLE: CONSOLIDATE.COND The financial
DX files updated
When a new DX.TRADE is input, here’s the list of files updated(*): FCUS.LIMIT FCUS.LIMIT.ACT FCUS.LIMIT.TXNS FFIN.ACCOUNT FFIN.DX.ACCT.ENTRIES FFIN.DX.COB.WORKFILE FFIN.DX.COB.WORKFILE.HISTORY FFIN.DX.COMMISSION.DIAGS
DX update prices for FX Exotic options: European Single Barrier options
All basic rules to update DX prices for FX options are already described in these two posts : FX options
DX Overview
The GLOBUS Derivatives product has been developed to allow trading of futures and options. The product supports orders, trading, position
DX Pricing & Prices
Manual prices input External feed of prices (such as Reuters / Telekurs / Bloomberg / etc…): this for all quoted
DX concat files
DX Concat Files This chapter briefly describes all useful concat files that may be used either in enquiries or subroutines.
DX Module Setup
How to set -up the DX application. This chapter is not a duplicate of the Temenos user guide, quite well
DX Derivatives overview
This document consists in a quick overview of the Globus Derivatives module (DX). Executive Summary The GLOBUS Derivatives product has