FENICS Exotics provides customers with access to cutting edge math models within FENICS Professional and throughout FENICS Enterprise powered solutions.
FENICS Exotics is a powerful collection of models that can be used to price all major exotic instruments. FENICS Exotics models include:
- FENICS Exotics, powered by LSV (Local Stochastic Volatility)
- FENICS Exotics, powered by dVega (Vanna-Volga replication)
- Finite Spread
FENICS Exotics pricing models are carefully tailored to work the way a market practitioner would expect to use them in the FX markets. Attention is paid to producing both an accurate price and also to producing a tradeable bid/ask spread, that can be immediately quoted, without requiring manual intervention.
FENICS Exotics is installed as part of the FENICS Professional install giving immediate access to end users.
FENICS Exotics can be used to price the following options: