DX Pricing & Prices

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  • Manual prices input
  • External feed of prices (such as Reuters / Telekurs / Bloomberg / etc…): this for all quoted products (ETD Exchange Traded Derivatives).
  • Internal T24 pricing: for non-quoted products, T24 includes different pricing models:
    • Garman Kohlagen for Currency options. Need to feed interest rates in Periodic Interest, currency pairs call/put volatilities in DX.VOLATILITY, spot price from Currency, then other parameters (strike, call/put, remaining maturity) are directly picked up by local routines.
    • Black & Scholes for European stock options.
    • Cox, Ross & Rubinstein for equity options.
  • Internal local pricing: ability for a bank to develop their own algorithms and use them in T24 automated revaluation processes.
DX Prices Data Model
 Prices updates data model

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