TOPS FX

Covers the latest FX derivatives structures. Handles a multitude of variations on FX derivatives including barriers, baskets, lookbacks and averages, including plain vanilla, accrual swaps, asians/averages, barriers/knockins/knockouts, baskets, rainbow better, rainbow worse, choosers, currency swaps, currency swaptions, bonds convertible into currencies, digitals/binaries, digital quantos, options to exchange, outright forwards, ladders, lookbacks, options on installment options, compound options, quantos, spreads, installment/pay as you go option, strips of plain vanilla options. Currency swaps may be valued in a multi-factor framework with stochastic interest rates.

All models are Y2K compliant, and satisfy requirements for FASB 133. Customized TOPS deal entry and deal valuation screens come with the purchase of each model. Models may be purchased separately, as an entire suite, or as a partial suite. Ask about our generous Multiple Model Discount Program.

TOPS FX Model List:

AssetAccrual, AvgPrice, AvgPriceLTW, AvgStrike, AvgStrip, Barrier, Basket, Better, Chooser, FXSwap, Convertible, CurveGen, Digital, DigitalQuanto, EDConvex, Exchange, Forward, FXSwaption, Interp, Interp2D, Ladder, LookBack, LookBackRoll, LookBackS, OpInst, OpOp, Quanto, Spread, StdInst, StdOpt, StdStrip, Worse