Options – WIKIBANKING dot INFO

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.

Volatility is one of the parameters needed to calculate the price of a currency option between its trade date and

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

An FX option position induces a risk, just as a spot or a forward position. A “delta neutral” management consists

Specific strategies for interest rate options Cap and floor Although they are not, strictly speaking, options, caps and floors are

List of Securities Concat Files Starting with a client code from CUSTOMER.SECURITY, we have all portfolios declared in SEC.ACC.MASTER. All

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

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.