Hi, Do we have an API from the FXOC (options calculator) to extract barrier options?

herman.buzali
herman.buzali LSEG
in Eikon Data APIs
Hi, Do we have an API from the FXOC (options calculator) to extract barrier options?
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Best Answer

  • Alex Putkov.1
    Alex Putkov.1 ✭✭✭✭✭
    Answer ✓

    The short answer is no. It is however possible to use AdfinX Real-Time COM API to retrieve market data including volatility surface, and then use AdfinX Analytics COM library to calculate premium and greeks for a barrier option. It is not trivial though.

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