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

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Question by herman.buzali · May 23, 2017 at 01:46 AM · cobalt eikon api eikon fx options

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

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Answer 1 · 2017-05-23T12:33:58Z

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Answer by Alex Putkov. · May 23, 2017 at 12:33 PM

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

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