More NewsSuperDerivatives Adds New Products and Upgrades the Functionality of its FX Options Pricing System

SuperDerivatives Adds New Products and Upgrades the Functionality of its FX Options Pricing System

The addition of European style knock out and knock in options follows a request from customers to have them available on the system. SuperDerivatives now prices over 70 exotic options. Typically, European knock outs and knock ins have been priced by combing the prices of several different type of options. Having the facility to price them in a single step obviously saves time, and it also removes the scope for an input error in one leg of the pricing process. SuperDerivatives has also added a facility that allows users to download portfolios from the pricing system onto an Excel spreadsheet. This can be used to prepare valuation reports for both internal and external use. For example, a trader can send these on to his risk management department, or a bank can send a customer an up to date valuation of its options portfolio.

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