GFI Adds Next-Gen Exotic Pricing Models to Fenics

The new quantitative models enhance Fenics’ exotic analytics offering

London-based interdealer broker GFI has launched a new version of its Fenics FX options pricing and risk tool with enhanced mathematical models, including a Local Stochastic Volatility (LSV) pricing model to enable users to price complex exotic options, as well as support for Target Accrual Redemption Forward (TARF) options.

The new functionality, which GFI has added to Fenics in response to requests from customers, is currently in soft launch phase, ahead of an imminent rollout to the broker's wider client base.

  • LinkedIn  
  • Save this article
  • Print this page  

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 indvidual account here: