SuperDerivatives Improves Flavour of Vanilla Option Pricing

SuperDerivatives, the currency options pricing system, has added new features to its vanilla pricing functions, making the pricing of many common strategies significantly easier for the system’s users. Trade in plain vanilla options accounts for the majority of business in the foreign exchange derivatives market. The new functionality will significantly speed up the pricing of many of the most common strategies and structures traded and has effectively created a whole new paradigm for vanilla option pricing.


Related reading