Part II: End of day and online FX options pricing processes This article is the continuation of the part I.
Category: DX Prices and Pricing
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
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 Pricing & Prices
Manual prices input External feed of prices (such as Reuters / Telekurs / Bloomberg / etc…): this for all quoted