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About
FX Derivatives Calculator (Pricer)
The calculator was developed for importer/exporters treasuries department and CFOs.
The pricer uses are:
1. Pre-execution: plan hedging operations and examine hedging strategies alternatives. See live and fair OTC premiums.
2. Post-execution stage: determining the derivatives' "fair value" for financial reporting.
The calculator's greatest advantage is that it includes high-quality and up-to-date market data!
Market data refers mainly to standard deviations (volatility) and interest.
What can it do?
* Deal Type: Forward / Call / Put
* Option Class: Vanilla / Knock in / Knock out
* Barrier Type: American / European
* Barrier Direction: Up&In / Up&Out / Down&In / Down&Out
* Payout Chart
* Simultaneous pricing of up to 17 "legs"
The calculator is implemented in Google Sheets. Web-based - No installation is required. It's available in all Google applets, on your computer, tablet, or cell phone.
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About
To meet demand for quality derivatives pricing and analytics, we continually build solutions for global client needs. ICE Data Derivatives offers cross-asset analytical solutions, market data and valuation capabilities, powered by up to 16 years* of history. The commodity and energy markets cover a plethora of products, trading dynamics and varying levels of liquidity. ICE’s proprietary technology processes a broad range of market information on an intraday basis and generates theoretical prices and volatility surfaces across liquid and thinly traded markets. Supporting pre-trade price discovery and analysis, idea generation, structuring and dissemination, internal communication and trading, market risk management, real-time position management and investigation and more. Extensive catalogue of vanilla, complex and exotic structures for a wide range of markets and underlyings.
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Platforms Supported
Windows
Mac
Linux
Cloud
On-Premises
iPhone
iPad
Android
Chromebook
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Platforms Supported
Windows
Mac
Linux
Cloud
On-Premises
iPhone
iPad
Android
Chromebook
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Audience
CFOs and treasurers
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Audience
Companies that need a cross-asset analytics solution
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Support
Phone Support
24/7 Live Support
Online
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Support
Phone Support
24/7 Live Support
Online
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API
Offers API
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API
Offers API
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Screenshots and Videos |
Screenshots and Videos |
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Pricing
$106
Free Version
Free Trial
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Pricing
No information available.
Free Version
Free Trial
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Reviews/
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Reviews/
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Training
Documentation
Webinars
Live Online
In Person
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Training
Documentation
Webinars
Live Online
In Person
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Company InformationCalc fellow
Founded: 2021
Israel
www.calcfellow.com
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Company InformationICE
Founded: 2001
United States
www.superderivatives.com
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Alternatives |
Alternatives |
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Categories |
Categories |
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Financial Risk Management Features
Compliance Management
Credit Risk Management
For Hedge Funds
Liquidity Analysis
Loan Portfolio Management
Market Risk Management
Operational Risk Management
Portfolio Management
Portfolio Modeling
Risk Analytics Benchmarks
Stress Tests
Value At Risk Calculation
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Financial Risk Management Features
Compliance Management
Credit Risk Management
For Hedge Funds
Liquidity Analysis
Loan Portfolio Management
Market Risk Management
Operational Risk Management
Portfolio Management
Portfolio Modeling
Risk Analytics Benchmarks
Stress Tests
Value At Risk Calculation
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Integrations
Google Apps Script
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