GFI FENICS - HOME - The advantage of a fresh perspective
 

Contacts

North America
+1 212 968 2935

EMEA
+44 20 7877 8099

Singapore/SE Asia
+65 6435 0442

Japan
+813 3552 5111

Hong Kong/Taiwan/Korea
+852 2537 8781

Australia
+61 2 9240 5517

Support@GFIgroup.com

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FENICS Pricing

FENICS Pricing leverages maths models and independent market data to provide consistent market value pricing for both vanilla options and exotic, multi-leg, multi-currency strategies. FENICS Professional users also have instant access to market-maker liquidity within FENICS Pricing.  


  • Price vanilla options on live market volatility 
  • Liquidity banks distribute their proprietary volatility surfaces straight into FENICS Pricing
  • Choice of supplier bank scenarios for indicative pricing
  • Reduces time required to call out for pricing from liquidity providers
  • Decreases the risk of mis-quoting

  • User-friendly pricing of multi-legged options and multi-currency option strategies 
  • Quality maths models verified against actual, real-time traded prices from GFI’s brokerage desks to ensure accuracy of pricing 
  • Close relationship with leading exotic maths providers enables users to choose preferred pricing methodology
  • Support for first generation to third generation exotic options

  • Transparent Math Libraries
  • Users can access proprietary or third party math models within the familiar FENICS Professional interface to price options. These are made available by third party vendors and internal development organisations and include:
  • FENICS Vanillas 
  • dVega Math
  • NumeriX Math
  • CSIRO Reditus Math

  • Transparent Market Data
  • FENICS Professional delivers a real-time FX option data feed direct from GFI brokerage desks and GFI ForexMatch, GFI’s award-winning electronic trading platform for FX derivatives. GFI understands that banks often require data from a wide variety of internal and external sources for pricing and analytical functions and therefore FENICS Professional also enables banks to receive data from internal broadcasting services, data vendors and other internet based sources including:
  • Live Rates
  • Reuters Interface
  • Bloomberg Interface
  • Excel/TXT Interface

 

Events

1 Sep   Profit & Loss FX Growth Markets Conference - Hungary - Budapest
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1 Oct   Profit & Loss FX Growth Markets Conference - Brazil - Brazil
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