FX Derivatives

XXXX? FX Derivatives

 

XXXX FX Derivatives

XXXX Technology’s FX Options module provides comprehensive product coverage and front-to-back office functionality. Designed in cooperation with leading market practitioners, XXXX FX Derivatives serves as a powerful solution to both specialist FX Options desks and cross-asset trading operations.

Features include:

 Market-bred pricing and surface generation

 Comprehensive FX Option product coverage

 Powerful strategy design and pricing tool

 Workflow-driven exception-based STP

 Real-time analysis of position and risk

 API’s for integration and customization

 

Pricing Strategies

The XXXX Pricing Sheet provides fast, accurate pricing and capture of strategies for both trading and sales desks alike. New strategies can be assembled from combinations of existing products and added to the strategy suite. Flexible leg-linking formulae enable multi-leg structures to behave like and be processed as single products. The XXXX Pricing Sheet includes a powerful solver and flexible strip-generation tool to aid building the right corporate strategies. Volatility surface-building follows market practices.

Volatility data can be captured from popular feeds and specific broker volatility quotes for strategies are correctly interpreted. Surface generation can incorporate trading day and time weighting with a choice of interpolation and extrapolation methods. XXXX’s library of pricing models can be augmented with your organization’s own proprietary analytics via XXXX API’s.

 

Position Management

XXXX Technology’s high performance risk engine enables intuitive position management and transparent viewing into complex analyses. XXXX Risk Designer is a user-friendly configuration tool for defining and structuring analyses. Analysis results are displayed as intuitive easy-to-use views in XXXX Workstation.

 

Traders, middle office users, and risk managers can perform a range of position management and analytical functions:

 View the impact of simulations on any risk measure (e.g. Delta, Gamma, Vega, Theta, Volga, etc)

 Formulate simulations using multiple market data inputs (e.g. FX spot, forwards, interest rates, volatility, time, correlation etc)

 Analyze curve and surface sensitivities at the point level

 Include hedges with any product in positions, risk analyses and simulations

 Monitor real-time impact of trades entered, imported or changed

 Drill-down into any position to see the underlying transactions

 Monitor Option Expiries and Barrier Risk

 

Huayiwang Chinese Translation Company has translated many professional documents about FX Derivatives.

 

XXXX?外汇衍生品管理系统

 

外汇衍生品市场随着混合型产品创新、新兴奇异产品的推出以及单纯产品策略电子交易的日渐扩大而不断发展。尽管外汇业务从根本上并未改变，但它在不断提高效率和响应速度方面仍然面临着挑战。

 

XXXX?外汇衍生品管理系统

XXXX科技公司的“外汇期权管理”单元具有全面的产品覆盖率，并提供从前台到后台的管理功能。这套系统是与领先的市场参与者合作设计的，对于专业的外汇期权柜台及跨越资产类别的交易操作而言都是强有力的解决方案。

 

它的特色功能包括：

         市场孕育定价及曲面生成；

         全面的外汇期权产品范围；

         强有力的策略设计与定价工具；

         以异常为基础的工作流驱动STP；

         实时的头寸与风险分析；

         用于整合与用户化的API

 

定价策略

“XXXX定价单”为交易柜台和销售柜台提供快速、准确的定价及策略捕捉功能。用户可以从现有产品的组合中建构新的策略，并将其添加到策略套件中。它采用灵活的各段连接（leg-linking）公式来使多段结构（multi-leg）如同一件单独产品那样来表现并接受处理。这套定价单包括功能强大的解算器和灵活的条带生成工具（strip-generation），以辅助建构正确的企业策略。

 

这套系统的波动曲面建构功能可以紧跟市场实践。波动性数据可以从普通馈入信息（popular feeds）中捕捉，同时用于策略建构的特定经纪人波动率报价能够得到正确的解读。曲面生成时可以并入交易日期与时间加权，并且可以选择内、外插值法。客户可以通过XXXX公司API来对自己公司进行专营分析，并以分析结果来扩充XXXX公司的定价模型资料库。

 

头寸管理

XXXX科技公司表现优异的风险引擎使用户能够进行直观的头寸管理，并对复杂的分析进行透彻的审视。我公司的“风险设计师”是一种用户友好的配置工具，它用来定义并建构分析功能。分析结果作为易于使用的直观画面显示在“XXXX工作站”中。

 

交易员、中台用户和风险管理人员能够执行大量的头寸管理和分析功能：

         查看仿真对任何风险量度的影响（例如Delta、Gamma、Vega、Theta等）；

        采用多重市场数据输入项（例如即期外汇、远期外汇、利率、波动率、时间、关联性等）来定制仿真；

         分析点级别的曲线与曲面敏感度；

         在头寸、风险分析与仿真中纳入与任何产品的对冲；

         监控输入、导入或更改的交易所产生的实时影响；

         对任何头寸进行钻取式访问，以查看标的物交易情况；

         监控期权到期日与障碍风险。

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