GFI Fenics Launches Exotic Models

GFI's Fenics pricing software business has released a new module, dubbed Fenics Exotics, which provides pricing models for exotic foreign exchange instruments. The module deploys two methodologies - including Fenics' proprietary dVega model and a Monte Carlo model developed with Australia's Commonwealth Scientific and Industrial Research Organisation - to generate prices and quotes automatically without any manual intervention.

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here:

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a WatersTechnology account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: