Scheduled Work

Work currently scheduled is outlined below. This section enriches with your suggestions contributions. Discussion forums will soon be implemented. In the meantime, please email suggestions and contributions to

Example of currently needed contributions are suggestions on how to tackle the current issues or case studies for the financial products.

Example of suggestions are products/underlyings which are not yet outlined below.

Issues are prioritised depending on demand popularitly. The display of relative priorities is itself a work in progress.

Please find below a display of current endeavors

Known Issues

  • Commodity Implied Volatility Filtering and Extrapolation --description
  • Commodity Barrier Products Sensitivity to the Barrier --description
  • Barrier Options maturing on the Valuation Date --description
  • Asian Options inside their averaging period / current forward rate --description

Currently in development

Additional Products

  • Asian Digital
  • KIKO
  • Common strategies, e.g, "Zero Cost Collar"
  • Vanilla
  • Strategies
  • First Generation Exotics
Interest Rates:
  • Vanilla
  • Strategies
  • First Generation Exotics


  • PRDC (non callable)

Additional Functionality

  • Structuring / Portfolio
  • User Data --the user enters his/her own data


  • Case studies for the products
  • Discussion Forums
  • Monitoring of Priorities and Developments

© Reference Derivatives 2011

Subpages (1): Known Issues