FINCAD XL gives you the flexibility to do all of your foreign exchange risk analysis on a spreadsheet, with the option of using our professionally designed and developed workbook solutions. Analyze your foreign exchange forward and option contracts. Calculate options based on forward prices or points. Calculate repo rates for foreign exchange forward contracts.
Coverage (Lognormal)
• asian options
• average strike options
• barrier options (single, double)
• basket options
• binary options
• calls / puts - American / Bermudan / European
• chooser options
• cross currency swaps, swaptions
• currency translated options
• double average options
• forward start options
• fx forwards / futures
• lookback options
• multi-asset options
• quanto options
• spread options
Coverage (Local Volatility)
• CEV, shifted lognormal, normal,& user defined stochastic processes
• european & american exercise
• many predefined option strategies
• user-defined payoffs
• utilize volatility surfaces or calculate implied vol smile
Related Coverage
• interest rate forwards / futures
• interest rate swaps and swaptions
Foreign Exchange Functions
Access user-friendly vanilla and exotic fx option functions. Calculate fair value and risk statistics including delta, gamma, theta, vega. rho, premium ratio, hedge amount, and the intrinsic value in both currencies.
Download a Datasheet on Foreign Exchange Coverage (PDF)
Screenshot example of the Function Finder
