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

Question

REFINITIV

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

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

0

10 |1500 characters needed characters left characters exceeded

Attachments: Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Answer 1 · 2017-05-23T12:33:58Z

REFINITIV

Best Answer

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.

0 · Share

10 |1500 characters needed characters left characters exceeded

Attachments: Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

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

1 Reply

Watch this question

Related Questions