Click Here for Indicative Valuation of the products in the following list. By clicking the link, you explicitly agree to be bound by this site's Terms of Use and Disclaimer. - Listed Commodity Futures
- Listed Commodity Options
- Commodity Swaps --case study
- Commodity Average Price Option Strips --case study
- Commodity Barrier Option:
- Simple Knock Out Call / Put
- Simple Knock In Call / Put
- Double Knock Out Call / Put
- Double Knock In Call / Put
- Commodity Digital Option:
- Simple No Touch
- Simple One Touch
- Double No Touch
- Double One Touch
- Vanilla FX Option --user guide
- FX Option Strategy --user guide:
- Straddle
- Strangle
- Butterfly
- Risk-Reversal
- Call Spread
The underlyings and currency pairs currently implemented are: - Precious Metals
- Gold (XAU)
- Platinum (XPT)
- Silver (XAG)
- Base Metals
- Energy
- Brent Crude Oil (LCO)
- West Texas Intermediate Crude Oil (WTI)
- New York Harbor Gasoline (XRB)
- Henry Hub Natural Gas (HNG)
- FX
- USD/JPY - Japanese Yen per US Dollar
- AUD/USD - US Dollar per Australian Dollar
- GBP/USD - US Dollar per British Pound Sterling
- EUR/USD - US Dollar per Euro
- USD/CHF - Swiss Franc per US Dollar
- USD/CAD - Canadian Dollar per US Dollar
© Reference
Derivatives 2011
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