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Accumulators / Decumulators

Accumulator, decumulator, target, pivot are all structured products based on complex derivatives. This post is explaining how they work and

Part II: End of day and online FX options pricing processes This article is the continuation of the part I.

Part I: Description of FX options pricing basic requirements 1.1 Market data feeds To be able to price FX options, the

Definition Barrier options are part of exotic options. They differ from standard (or vanilla) options by having extra criteria to

Delta is one of many indicators that option pricing models are providing (Greeks). It represents the practical level for exercising

Le Delta fait partie des nombreuses variables (que l’on appelle les “Grecs”) qu’un outil de pricing d’option va retourner. Il représente

FX options can be negotiated either in percentage or in pips (price interest points). This illustrates the various equivalences to

All basic rules to update DX prices for FX options are already described in these two posts : FX options

La volatilité est un des paramètres nécessaires pour calculer le prix d’une option de change entre sa date de valeur

Utilisation pratique du Delta : la Gestion en Delta neutre Une position optionnelle induit un risque de change, au même

Introduction to T24 HANDOFF file. The Handoff is a file populated by a core T24 program (EB.HANDOFF) . It is

The GLOBUS Derivatives product has been developed to allow trading of futures and options. The product supports orders, trading, position

Manual prices input External feed of prices (such as Reuters / Telekurs / Bloomberg / etc…): this for all quoted

DX Concat Files This chapter briefly describes all useful concat files that may be used either in enquiries or subroutines.

How to set -up the DX application. This chapter is not a duplicate of the Temenos user guide, quite well

This document consists in a quick overview of the Globus Derivatives module (DX). Executive Summary The GLOBUS Derivatives product has