FX Derivatives — functions

Forward

31. GIA_FXD_Forward_CrossPoints

(DDate, Sbase, Scounter, S, CurveDatesUSD, CurveRatesUSD, CurveDatesPbase, CurveRatesPbase, CurveDatesPcounter, CurveRatesPcounter, VDate, SDate, CurrencyGroupBase, CurrencyGroupCounter, DigitsNumberBase, DigitsNumberCounter, DigitsNumber, CompUSD, DaysUSD, DaysB, DaysC, Interp)

Returns the forward points between two currencies, given the interest rate curve of the USD curve and forward points curves of each of the currencies against USD.

32. GIA_FXD_Forward_ImpliedBaseInterestRateInForward

(DDate, ForwardPrice, S, InterestRateC, VDate, SDate, CompInput, CompOutput, DaysB, DaysC)

Returns the interest rate of the base currency implied in the FX forward price.

33. GIA_FXD_Forward_ImpliedBaseInterestRateInForwardCurve

(DDate, S, CurveDatesF, CurveRatesF, CurveDatesC, CurveRatesC, VDate, SDate, CompInput, CompOutput, DaysB, DaysC, Interp)

Returns the interest rate of the base currency implied in the FX forward curve.

34. GIA_FXD_Forward_ImpliedBaseInterestRateInPoints

(DDate, Points, S, InterestRateC, VDate, SDate, DigitsNumber, CompInput, CompOutput, DaysB, DaysC)

Returns the interest rate of the base currency implied in the forward points.

35. GIA_FXD_Forward_ImpliedBaseInterestRateInPointsCurve

(DDate, S, CurveDatesP, CurveRatesP, CurveDatesC, CurveRatesC, VDate, SDate, DigitsNumber, CompInput, CompOutput, DaysB, DaysC, Interp)

Returns the interest rate of the base currency implied in the forward points curve.

36. GIA_FXD_Forward_ImpliedCounterInterestRateInForward

(DDate, ForwardPrice, S, InterestRateB, VDate, SDate, CompInput, CompOutput, DaysB, DaysC)

Returns the interest rate of the counter currency implied in the FX forward price.

37. GIA_FXD_Forward_ImpliedCounterInterestRateInForwardCurve

(DDate, S, CurveDatesF, CurveRatesF, CurveDatesB, CurveRatesB, VDate, SDate, CompInput, CompOutput, DaysB, DaysC, Interp)

Returns the interest rate of the counter currency implied in the FX forward curve.

38. GIA_FXD_Forward_ImpliedCounterInterestRateInPoints

(DDate, Points, S, InterestRateB, VDate, SDate, DigitsNumber, CompInput, CompOutput, DaysB, DaysC)

Returns the interest rate of the counter currency implied in the forward points.

39. GIA_FXD_Forward_ImpliedCounterInterestRateInPointsCurve

(DDate, S, CurveDatesP, CurveRatesP, CurveDatesB, CurveRatesB, VDate, SDate, DigitsNumber, CompInput, CompOutput, DaysB, DaysC, Interp)

Returns the interest rate of the counter currency implied in the forward points curve.

40. GIA_FXD_Forward_PointsFromInterestRates

(DDate, S, InterestRateB, InterestRateC, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC)

Returns the forward points, given interest rates of the base and of the counter currencies.

41. GIA_FXD_Forward_PointsFromCurves

(DDate, S, CurveDatesB, CurveRatesB, CurveDatesC, CurveRatesC, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp)

Returns the forward points, given interest rate curves of the base and of the counter currencies.

42. GIA_FXD_Forward_PointsFromPointsCurve

(CurveDatesP, CurveRatesP, TDate, Interp)

Interpolates the forward points for a specific date, given the forward points curve.

43. GIA_FXD_Forward_Price

(DDate, S, InterestRateB, InterestRateC, VDate, SDate, Comp, DaysB, DaysC)

Returns the price of an FX forward, given interest rates of the base and of the counter currencies.

44. GIA_FXD_Forward_PriceFromCurves

(DDate, S, CurveDatesB, CurveRatesB, CurveDatesC, CurveRatesC, VDate, SDate, Comp, DaysB, DaysC, Interp)

Returns the price of an FX forward, given interest rate curves of the base and of the counter currencies.

45. GIA_FXD_Forward_. PriceFromOnePointsCurveAndUSDCurve

(Currency, DDate, S, CurveDatesUSD, CurveRatesUSD, CurveDatesP, CurveRatesP, VDate, SDate, Decimals, CompUSD, DaysUSD, Interp)

Returns the price of an FX forward, in which one of the legs is USD, given the forward points curve of the currency against USD and the USD interest rate curve.

46. GIA_FXD_Forward_PriceFromTwoPointsCurveAndUSDCurve

(CCYbase, CCYcounter, DDate, Sbase, Scounter, S, CurveDatesUSD, CurveRatesUSD, CurveDatesPbase, CurveRatesPbase, CurveDatesPcounter, CurveRatesPcounter, VDate, SDate, DecimalsBase, DecimalsCounter, CompUSD, DaysUSD, Interp)

Returns the price of an FX forward, in which none of the legs is USD, given the forward points curve of each currency against USD and the USD interest rate curve.

47. GIA_FXD_Forward_RollingPoints

(FirstDate, RollingPeriod, HedgingPeriod, HDates, HRates)

Returns the total forward points over all rolling periods during the hedging period, given the historical data of the forward points

48. GIA_FXD_Forward_Value

(Notional, ForwardPrice, DDate, S, InterestRateB, InterestRateC, VDate, SDate, Comp, DaysB, OT, DaysC, ValueCur)

Returns the value of an FX forward, given interest rates of the base and of the counter currencies.

49. GIA_FXD_Forward_ValueFromCurves

(Notional, ForwardPrice, DDate, S, CurveDatesB, CurveRatesB, CurveDatesC, CurveRatesC, VDate, SDate, Comp, DaysB, DaysC, Interp, OT, ValueCur)

Returns the value of an FX forward, given interest rate curves of the base and of the counter currencies.

50. GIA_FXD_Forward_ValueFromPointsAndBaseIR

(Notional, ForwardPrice, DDate, S, Points, InterestRateB, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, ValueCur)

Returns the value of an FX forward, given the FX points and the interest rate curve of the base currency.

51. GIA_FXD_Forward_ValueFromPointsAndCounterIR

(Notional, ForwardPrice, DDate, S, Points, InterestRateC, VDate, SDate, DigitsNumber, Comp, DaysC, ValueCur)

Returns the value of an FX forward, given the FX points and the interest rate curve of the counter currency.

52. GIA_FXD_Forward_ValueFromPointsCurveAndBaseCurve

(Notional, ForwardPrice, DDate, S, CurveDatesP, CurveRatesP, CurveDatesB, CurveRatesB, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, ValueCur)

Returns the value of an FX forward, given the FX points curve and the interest rate curve of the base currency.

53. GIA_FXD_Forward_ValueFromPointsCurveAndCounterCurve

(Notional, ForwardPrice, DDate, S, CurveDatesP, CurveRatesP, CurveDatesC, CurveRatesC, VDate, SDate, DigitsNumber, Comp, DaysC, Interp, ValueCur)

Returns the value of an FX forward, given the FX points curve and the interest rate curve of the counter currency.

54. GIA_FXD_Forward_GIA_FXD_Forward_ValueFromOnePointsCurveAndUSDcurve

(Currency, Notional, ForwardPrice, DDate, Sbase, S, CurveDatesUSD, CurveRatesUSD, CurveDatesP, CurveRatesP, VDate, SDate, Decimals, CompUSD, DaysUSD, Interp, OT, ValueCur)

Returns the value of an FX forward, in which one of the legs is USD, given the forward points curves of the currency against USD and the USD interest rate curve.

55. GIA_FXD_Forward_GIA_FXD_Forward_ValueFromTwoPointsCurvesAndUSDcurve

(CCYbase, CCYcounter, Notional, ForwardPrice, DDate, Sbase, Scounter, S, CurveDatesUSD, CurveRatesUSD, CurveDatesPbase, CurveRatesPbase, CurveDatesPcounter, CurveRatesPcounter, VDate, SDate, DecimalsBase, DecimalsCounter, CompUSD, DaysUSD, Interp, OT, ValueCur)

Returns the value of an FX forward, in which none of the legs is USD, given the forward points curves of each of the currencies against USD and the USD interest rate curve.

Vanilla Option

56. GIA_FXD_Vanilla_Value

(OptionType, Notional, Strike, EDate, DDate, S, Vol, InterestRateB, InterestRateC, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, ValueForm, ValueCur)

Returns the value of an FX vanilla option, given volatility and interest rates of the base and of the counter currencies.

57. GIA_FXD_Vanilla_ValueFromCurves

(OptionType, Notional, Strike, EDate, DDate, S, Vol, CurveDatesB, CurveRatesB, CurveDatesC, CurveRatesC, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, ValueForm, ValueCur)

Returns the value of an FX vanilla option, given volatility and interest rate curves of the base and of the counter currencies.

58. GIA_FXD_Vanilla_ValueFromPointsCurveAndBaseCurve

(OptionType, Notional, Strike, EDate, DDate, S, Vol, CurveDatesP, CurveRatesP, CurveDatesB, CurveRatesB, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, ValueForm, ValueCur)

Returns the value of an FX vanilla option, given volatility, the forward points curve and the interest rate curve of the base currency.

59. GIA_FXD_Vanilla_ValueFromPointsCurveAndCounterCurve

(OptionType, Notional, Strike, EDate, DDate, S, Vol, CurveDatesP, CurveRatesP, CurveDatesC, CurveRatesC, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, ValueForm, ValueCur)

Returns the value of an FX vanilla option, given volatility, the forward points curve and the interest rate curve of the counter currency.

60. GIA_FXD_Vanilla_ValueFromSurface

(OptionType, Notional, Strike, EDate, DDate, S, VolSurface, InterestRateB, InterestRateC, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, ValueForm, ValueCur)

Returns the value of an FX vanilla option, given a volatility surface and interest rates of the base and of the counter currencies.

61. GIA_FXD_Vanilla_ValueFromSurfaceAndCurves

(OptionType, Notional, Strike, EDate, DDate, S, VolSurface, CurveDatesB, CurveRatesB, CurveDatesC, CurveRatesC, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, ValueForm, ValueCur)

Returns the value of an FX vanilla option, given a volatility surface and interest rate curves of the base and of the counter currencies.

62. GIA_FXD_Vanilla_ValueFromSurfacePointsCurveAndBaseCurve

(OptionType, Notional, Strike, EDate, DDate, S, VolSurface, CurveDatesP, CurveRatesP, CurveDatesB, CurveRatesB, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, ValueForm, ValueCur)

Returns the value of an FX vanilla option, given the volatility surface, the forward points curve and the interest rate curve of the base currency.

63. GIA_FXD_Vanilla_ValueFromSurfacePointsCurveAndCounterCurve

(OptionType, Notional, Strike, EDate, DDate, S, VolSurface, CurveDatesP, CurveRatesP, CurveDatesC, CurveRatesC, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, ValueForm, ValueCur)

Returns the value of an FX vanilla option, given the volatility surface, the forward points curve and the interest rate curve of the counter currency.

64. GIA_FXD_Vanilla_ValueFromRR

(OptionType, Notional, Strike, EDate, DDate, S, RRdata, InterestRateB, InterestRateC, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, ValueForm, ValueCur)

Returns the value of an FX option, given volatility data in the form of ATM, Risk Reversal and Butterfly quotes for different periods, and interest rates of the base and of the counter currencies.

65. GIA_FXD_Vanilla_ValueFromRRAndCurves

(OptionType, Notional, Strike, EDate, DDate, S, RRdata, CurveDatesB, CurveRatesB, CurveDatesC, CurveRatesC, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, ValueForm, ValueCur)

Returns the value of an FX vanilla option, given volatility data in the form of ATM, Risk Reversal and Butterfly quotes for different periods, and interest rate curves of the base and of the counter currencies.

66. GIA_FXD_Vanilla_ValueFromRRPointsCurveAndBaseCurve

(OptionType, Notional, Strike, EDate, DDate, S, RRdata, CurveDatesP, CurveRatesP, CurveDatesB, CurveRatesB, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, ValueForm, ValueCur)

Returns the value of an FX vanilla option, given volatility data in the form of ATM, Risk Reversal and Butterfly quotes for different periods, the forward points curve and the interest rate curve of the base currency.

67. GIA_FXD_Vanilla_ValueFromRRPointsCurveAndCounterCurve

(OptionType, Notional, Strike, EDate, DDate, S, RRdata, CurveDatesP, CurveRatesP, CurveDatesC, CurveRatesC, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, ValueForm, ValueCur)

Returns the value of an FX vanilla option, given volatility data in the form of ATM, Risk Reversal and Butterfly quotes for different periods, the forward points curve and the interest rate curve of the counter currency.

68. GIA_FXD_Vanilla_Greeks

(OptionType, Notional, Strike, EDate, DDate, S, Vol, InterestRateB, InterestRateC, VDate, SDate, Comp, DaysB, DaysC, GreekType, GreekForm)

Returns the Greeks of an FX vanilla option, given volatility and interest rates of the base and of the counter currencies.

69. GIA_FXD_Vanilla_GreeksFromCurves

(OptionType, Notional, Strike, EDate, DDate, S, Vol, CurveDatesB, CurveRatesB, CurveDatesC, CurveRatesC, VDate, SDate, Comp, DaysB, DaysC, Interp, GreekType, GreekForm)

Returns the Greeks of an FX vanilla option, given volatility and interest rate curves of the base and of the counter currencies.

70. GIA_FXD_Vanilla_GreeksFromPointsCurveAndBaseCurve

(OptionType, Notional, Strike, EDate, DDate, S, Vol, CurveDatesP, CurveRatesP, CurveDatesB, CurveRatesB, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, GreekType, GreekForm)

Returns the Greeks of an FX vanilla option, given volatility, the forward points curve and the interest rate curve of the base currency.

71. GIA_FXD_Vanilla_GreeksFromPointsCurveAndCounterCurve

(OptionType, Notional, Strike, EDate, DDate, S, Vol, CurveDatesP, CurveRatesP, CurveDatesC, CurveRatesC, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, GreekType, GreekForm)

Returns the Greeks of an FX vanilla option, given volatility, the forward points curve and the interest rate curve of the counter currency.

72. GIA_FXD_Vanilla_GreeksFromSurface

(OptionType, Notional, Strike, EDate, DDate, S, VolSurface, InterestRateB, InterestRateC, VDate, SDate, Comp, DaysB, DaysC, GreekType, GreekForm)

Returns the Greeks of an FX vanilla option, given a volatility surface and interest rates of the base and of the counter currencies.

73. GIA_FXD_Vanilla_GreeksFromSurfaceAndCurves

(OptionType, Notional, Strike, EDate, DDate, S, VolSurface, CurveDatesB, CurveRatesB, CurveDatesC, CurveRatesC, VDate, SDate, Comp, DaysB, DaysC, Interp, GreekType, GreekForm)

Returns the Greeks of an FX vanilla option, given a volatility surface and interest rate curves of the base and of the counter currencies.

74. GIA_FXD_Vanilla_GreeksFromSurfacePointsCurveAndBaseCurve

(OptionType, Notional, Strike, EDate, DDate, S, VolSurface, CurveDatesP, CurveRatesP, CurveDatesB, CurveRatesB, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, GreekType, GreekForm)

Returns the Greeks of an FX vanilla option, given a volatility surface, the forward points curve and the interest rate curve of the base currency.

75. GIA_FXD_Vanilla_GreeksFromSurfacePointsCurveAndCounterCurve

(OptionType, Notional, Strike, EDate, DDate, S, VolSurface, CurveDatesP, CurveRatesP, CurveDatesC, CurveRatesC, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, GreekType, GreekForm)

Returns the Greeks of an FX vanilla option, given a volatility surface, the forward points curve and the interest rate curve of the counter currency.

76. GIA_FXD_Vanilla_GreeksFromRR

(OptionType, Notional, Strike, EDate, DDate, S, RRdata, InterestRateB, InterestRateC, VDate, SDate, Comp, DaysB, DaysC, GreekType, GreekForm)

Returns the Greeks of an FX option, given volatility data in the form of ATM, Risk Reversal and Butterfly quotes for different periods, and interest rates of the base and of the counter currencies.

77. GIA_FXD_Vanilla_GreeksFromRRAndCurves

(OptionType, Notional, Strike, EDate, DDate, S, RRdata, CurveDatesB, CurveRatesB, CurveDatesC, CurveRatesC, VDate, SDate, Comp, DaysB, DaysC, Interp, GreekType, GreekForm)

Returns the Greeks of an FX vanilla option, given volatility data in the form of ATM, Risk Reversal and Butterfly quotes for different periods, and interest rate curves of the base and of the counter currencies.

78. GIA_FXD_Vanilla_GreeksFromRRPointsCurveAndBaseCurve

(OptionType, Notional, Strike, EDate, DDate, S, RRdata, CurveDatesP, CurveRatesP, CurveDatesB, CurveRatesB, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, GreekType, GreekForm)

Returns the Greeks of an FX vanilla option, given volatility data in the form of ATM, Risk Reversal and Butterfly quotes for different periods, the forward points curve and the interest rate curve of the base currency.

79. GIA_FXD_Vanilla_GreeksFromRRPointsCurveAndCounterCurve

(OptionType, Notional, Strike, EDate, DDate, S, RRdata, CurveDatesP, CurveRatesP, CurveDatesC, CurveRatesC, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, GreekType, GreekForm)

Returns the Greeks of an FX vanilla option, given volatility data in the form of ATM, Risk Reversal and Butterfly quotes for different periods, the forward points curve and the interest rate curve of the counter currency.

80. GIA_FXD_Vanilla_VolFromSurface

(OptionType, Strike, EDate, DDate, S, VolSurface, InterestRateB, InterestRateC, VDate, SDate, Comp, DaysB, DaysC, DeltaType)

Returns the volatility for an FX vanilla option extracted from a volatility surface, given interest rates of the base and of the counter currencies.

81. GIA_FXD_Vanilla_VolFromSurfaceAndCurves

(OptionType, Strike, EDate, DDate, S, VolSurface, CurveDatesB, CurveRatesB, CurveDatesC, CurveRatesC, VDate, SDate, Comp, DaysB, DaysC, Interp, DeltaType)

Returns the volatility for an FX vanilla option extracted from a volatility surface, given interest rate curves of the base and of the counter currencies.

82. GIA_FXD_Vanilla_VolFromSurfacePointsCurveAndBaseCurve

(OptionType, Strike, EDate, DDate, S, VolSurface, CurveDatesP, CurveRatesP, CurveDatesB, CurveRatesB, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, DeltaType)

Returns the volatility for an FX vanilla option extracted from a volatility surface, given the forward points curve and the interest rate curve of the base currency.

83. GIA_FXD_Vanilla_VolFromSurfacePointsCurveAndCounterCurve

(OptionType, Strike, EDate, DDate, S, VolSurface, CurveDatesP, CurveRatesP, CurveDatesC, CurveRatesC, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, DeltaType)

Returns the volatility for an FX vanilla option extracted from a volatility surface, given the forward points curve and the interest rate curve of the counter currency.

84. GIA_FXD_Vanilla_ImpliedVol

(OptionType, Notional, Strike, EDate, DDate, OptionValue, S, InterestRateB, InterestRateC, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, ValueForm, ValueCur)

Returns the implied volatility of an FX vanilla option, given the option's value and interest rates of the base and of the counter currencies.

85. GIA_FXD_Vanilla_ImpliedVolFromCurves

(OptionType, Notional, Strike, EDate, DDate, OptionValue, S, CurveDatesB, CurveRatesB, CurveDatesC, CurveRatesC, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, ValueForm, ValueCur)

Returns the implied volatility of an FX vanilla option, given the option's value and interest rate curves of the base and of the counter currencies.

86. GIA_FXD_Vanilla_ImpliedVolFromPointsCurveAndBaseCurve

(OptionType, Notional, Strike, EDate, DDate, OptionValue, S, CurveDatesP, CurveRatesP, CurveDatesB, CurveRatesB, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, ValueForm, ValueCur)

Returns the implied volatility of an FX vanilla option, given the option's value, the forward points curve and the interest rate curve of the base currency.

87. GIA_FXD_Vanilla_ImpliedVolFromPointsCurveAndCounterCurve

(OptionType, Notional, Strike, EDate, DDate, OptionValue, S, CurveDatesP, CurveRatesP, CurveDatesC, CurveRatesC, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, ValueForm, ValueCur)

Returns the implied volatility of an FX vanilla option, given the option's value, the forward points curve and the interest rate curve of the counter currency.

Digital Option

88. GIA_FXD_Digital_TV

(OptionType, Payoff, PayoffCur, Strike, EDate, DDate, S, Vol, InterestRateB, InterestRateC, VDate, SDate, Comp, DaysB, DaysC, TVForm, TVCur)

Returns the theoretical value (TV) of an FX digital option, given volatility and interest rates of the base and of the counter currencies.

89. GIA_FXD_Digital_TVFromCurves

(OptionType, Payoff, PayoffCur, Strike, EDate, DDate, S, Vol, CurveDatesB, CurveRatesB, CurveDatesC, CurveRatesC, VDate, SDate, Comp, DaysB, DaysC, Interp, TVForm, TVCur)

Returns the theoretical value (TV) of an FX digital option, given volatility and interest rate curves of the base and of the counter currencies.

90. GIA_FXD_Digital_TVFromPointsCurveAndBaseCurve

(OptionType, Payoff, PayoffCur, Strike, EDate, DDate, S, Vol, CurveDatesP, CurveRatesP, CurveDatesB, CurveRatesB, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, TVForm, TVCur)

Returns the theoretical value (TV) of an FX digital option, given volatility, the forward points curve and the interest rate curve of the base currency.

91. GIA_FXD_Digital_TVFromPointsCurveAndCounterCurve

(OptionType, Payoff, PayoffCur, Strike, EDate, DDate, S, Vol, CurveDatesP, CurveRatesP, CurveDatesC, CurveRatesC, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, TVForm, TVCur)

Returns the theoretical value (TV) of an FX digital option, given volatility, the forward points curve and the interest rate curve of the counter currency.

92. GIA_FXD_Digital_Greeks

(OptionType, Payoff, PayoffCur, Strike, EDate, DDate, S, Vol, InterestRateB, InterestRateC, VDate, SDate, Comp, DaysB, DaysC, GreekType, GreekForm)

Returns the Greeks of an FX digital option, given volatility and interest rates of the base and of the counter currencies.

93. GIA_FXD_Digital_GreeksFromCurves

(OptionType, Payoff, PayoffCur, Strike, EDate, DDate, S, Vol, CurveDatesB, CurveRatesB, CurveDatesC, CurveRatesC, VDate, SDate, Comp, DaysB, DaysC, Interp, GreekType, GreekForm)

Returns the Greeks of an FX digital option, given volatility and interest rate curves of the base and of the counter currencies.

94. GIA_FXD_Digital_GreeksFromPointsCurveAndBaseCurve

(OptionType, Payoff, PayoffCur, Strike, EDate, DDate, S, Vol, CurveDatesP, CurveRatesP, CurveDatesB, CurveRatesB, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, GreekType, GreekForm)

Returns the Greeks of an FX digital option, given volatility, the forward points curve and the interest rate curve of the base currency.

95. GIA_FXD_Digital_GreeksFromPointsCurveAndCounterCurve

(OptionType, Payoff, PayoffCur, Strike, EDate, DDate, S, Vol, CurveDatesP, CurveRatesP, CurveDatesC, CurveRatesC, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, GreekType, GreekForm)

Returns the Greeks of an FX digital option, given volatility, the forward points curve and the interest rate curve of the counter currency.

One-Touch Option

96. GIA_FXD_OneTouch_TV

(BarrierType, Payoff, PayoffCur, PayoffTime, Barrier, EDate, DDate, S, Vol, InterestRateB, InterestRateC, VDate, SDate, Comp, DaysB, DaysC, TVForm, TVCur)

Returns the theoretical value (TV) of an FX one-touch option, given volatility and interest rates of the base and of the counter currencies.

97. GIA_FXD_OneTouch_TVFromCurves

(BarrierType, Payoff, PayoffCur, PayoffTime , Barrier, EDate, DDate, S, Vol, CurveDatesB, CurveRatesB, CurveDatesC, CurveRatesC, VDate, SDate, Comp, DaysB, DaysC, Interp, TVForm, TVCur)

Returns the theoretical value (TV) of an FX one-touch option, given volatility and interest rate curves of the base and of the counter currencies.

98. GIA_FXD_OneTouch_TVFromPointsCurveAndBaseCurve

(BarrierType, Payoff, PayoffCur, PayoffTime , Barrier, EDate, DDate, S, Vol, CurveDatesP, CurveRatesP, CurveDatesB, CurveRatesB, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, TVForm, TVCur)

Returns the theoretical value (TV) of an FX one-touch option, given volatility, the forward points curve and the interest rate curve of the base currency.

99. GIA_FXD_OneTouch_TVFromPointsCurveAndCounterCurve

(BarrierType, Payoff, PayoffCur, PayoffTime , Barrier, EDate, DDate, S, Vol, CurveDatesP, CurveRatesP, CurveDatesC, CurveRatesC, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, TVForm, TVCur)

Returns the theoretical value (TV) of an FX one-touch option, given volatility, the forward points curve and the interest rate curve of the counter currency.

100. GIA_FXD_OneTouch_Greeks

(BarrierType, Payoff, PayoffCur, PayoffTime, Barrier, EDate, DDate, S, Vol, InterestRateB, InterestRateC, VDate, SDate, Comp, DaysB, DaysC, GreekType, GreekForm)

Returns the Greeks of an FX one-touch option, given volatility and interest rates of the base and of the counter currencies.

101. GIA_FXD_OneTouch_GreeksFromCurves

(BarrierType, Payoff, PayoffCur, PayoffTime , Barrier, EDate, DDate, S, Vol, CurveDatesB, CurveRatesB, CurveDatesC, CurveRatesC, VDate, SDate, Comp, DaysB, DaysC, Interp, GreekType, GreekForm)

Returns the Greeks of an FX one-touch option, given volatility and interest rate curves of the base and of the counter currencies.

102. GIA_FXD_OneTouch_GreeksFromPointsCurveAndBaseCurve

(BarrierType, Payoff, PayoffCur, PayoffTime , Barrier, EDate, DDate, S, Vol, CurveDatesP, CurveRatesP, CurveDatesB, CurveRatesB, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, GreekType, GreekForm)

Returns the Greeks of an FX one-touch option, given volatility, the forward points curve and the interest rate curve of the base currency.

103. GIA_FXD_OneTouch_GreeksFromFromPointsCurveAndCounterCurve

(BarrierType, Payoff, PayoffCur, PayoffTime , Barrier, EDate, DDate, S, Vol, CurveDatesP, CurveRatesP, CurveDatesC, CurveRatesC, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, GreekType, GreekForm)

Returns the Greeks of an FX one-touch option, given volatility, the forward points curve and the interest rate curve of the counter currency.

No-Touch Option

104. GIA_FXD_NoTouch_TV

(BarrierType, Payoff, PayoffCur, Barrier, EDate, DDate, S, Vol, InterestRateB, InterestRateC, VDate, SDate, Comp, DaysB, DaysC, TVForm, TVCur)

Returns the theoretical value (TV) of an FX no-touch option, given volatility and interest rates of the base and of the counter currencies.

105. GIA_FXD_NoTouch_TVFromCurves

(BarrierType, Payoff, PayoffCur, Barrier, EDate, DDate, S, Vol, CurveDatesB, CurveRatesB, CurveDatesC, CurveRatesC, VDate, SDate, Comp, DaysB, DaysC, Interp, TVForm, TVCur)

Returns the theoretical value (TV) of an FX no-touch option, given volatility and interest rate curves of the base and of the counter currencies.

106. GIA_FXD_NoTouch_TVFromFromPointsCurveAndBaseCurve

(BarrierType, Payoff, PayoffCur, Barrier, EDate, DDate, S, Vol, CurveDatesP, CurveRatesP, CurveDatesB, CurveRatesB, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, TVForm, TVCur)

Returns the theoretical value (TV) of an FX no-touch option, given volatility the forward points curve and the interest rate curve of the base currency.

107. GIA_FXD_NoTouch_TVFromFromPointsCurveAndCounterCurve

(BarrierType, Payoff, PayoffCur, Barrier, EDate, DDate, S, Vol, CurveDatesP, CurveRatesP, CurveDatesC, CurveRatesC, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, TVForm, TVCur)

Returns the theoretical value (TV) of an FX no-touch option, given volatility the forward points curve and the interest rate curve of the counter currency.

108. GIA_FXD_NoTouch_Greeks

(BarrierType, Payoff, PayoffCur, Barrier, EDate, DDate, S, Vol, InterestRateB, InterestRateC, VDate, SDate, Comp, DaysB, DaysC, GreekType, GreekForm)

Returns the Greeks of an FX no-touch option, given volatility and interest rates of the base and of the counter currencies.

109. GIA_FXD_NoTouch_GreeksFromCurves

(BarrierType, Payoff, PayoffCur, Barrier, EDate, DDate, S, Vol, CurveDatesB, CurveRatesB, CurveDatesC, CurveRatesC, VDate, SDate, Comp, DaysB, DaysC, Interp, GreekType, GreekForm)

Returns the Greeks of an FX no-touch option, given volatility and interest rate curves of the base and of the counter currencies.

110. GIA_FXD_NoTouch_GreeksFromPointsCurveAndBaseCurve

(BarrierType, Payoff, PayoffCur, Barrier, EDate, DDate, S, Vol, CurveDatesP, CurveRatesP, CurveDatesB, CurveRatesB, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, GreekType, GreekForm)

Returns the Greeks of an FX no-touch option, given volatility, the forward points curve and the interest rate curve of the base currency.

111. GIA_FXD_NoTouch_GreeksFromPointsCurveAndCounterCurve

(BarrierType, Payoff, PayoffCur, Barrier, EDate, DDate, S, Vol, CurveDatesP, CurveRatesP, CurveDatesC, CurveRatesC, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, GreekType, GreekForm)

Returns the Greeks of an FX no-touch option, given volatility, the forward points curve and the interest rate curve of the counter currency.

Single Barrier Option

112. GIA_FXD_SingleBarrier_TV

(OptionType, BarrierType1, BarrierType2, Notional, Strike, Barrier, EDate, DDate, S, Vol, InterestRateB, InterestRateC, VDate, SDate, Comp, DaysB, DaysC, TVForm, TVCur)

Returns the theoretical value (TV) of an FX single barrier option, given volatility and interest rates of the base and of the counter currencies.

113. GIA_FXD_SingleBarrier_TVFromCurves

(OptionType, BarrierType1, BarrierType2, Notional, Strike, Barrier, EDate, DDate, S, Vol, CurveDatesB, CurveRatesB, CurveDatesC, CurveRatesC, VDate, SDate, Comp, DaysB, DaysC, Interp, TVForm, TVCur)

Returns the theoretical value (TV) of an FX single barrier option, given volatility and interest rate curves of the base and of the counter currencies.

114. GIA_FXD_SingleBarrier_TVFromPointsCurveAndBaseCurve

(OptionType, BarrierType1, BarrierType2, Notional, Strike, Barrier, EDate, DDate, S, Vol, CurveDatesP, CurveRatesP, CurveDatesB, CurveRatesB, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, TVForm, TVCur)

Returns the theoretical value (TV) of an FX single barrier option, given volatility, the forward points curve and the interest rate curve of the base currency.

115. GIA_FXD_SingleBarrier_TVFromPointsCurveAndCounterCurve

(OptionType, BarrierType1, BarrierType2, Notional, Strike, Barrier, EDate, DDate, S, Vol, CurveDatesP, CurveRatesP, CurveDatesC, CurveRatesC, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, TVForm, TVCur)

Returns the theoretical value (TV) of an FX single barrier option, given volatility, the forward points curve and the interest rate curve of the counter currency.

116. GIA_FXD_SingleBarrier_Greeks

(OptionType, BarrierType1, BarrierType2, Notional, Strike, Barrier, EDate, DDate, S, Vol, InterestRateB, InterestRateC, VDate, SDate, Comp, DaysB, DaysC, GreekType, GreekForm)

Returns the Greeks of an FX sinlge barrier option, given volatility and interest rates of the base and of the counter currencies.

117. GIA_FXD_SingleBarrier_GreeksFromCurves

(OptionType, BarrierType1, BarrierType2, Notional, Strike, Barrier, EDate, DDate, S, Vol, CurveDatesB, CurveRatesB, CurveDatesC, CurveRatesC, VDate, SDate, Comp, DaysB, DaysC, Interp, GreekType, GreekForm)

Returns the Greeks of an FX sinlge barrier option, given volatility and interest rate curves of the base and of the counter currencies.

118. GIA_FXD_SingleBarrier_GreeksFromPointsCurveAndBaseCurve

(OptionType, BarrierType1, BarrierType2, Notional, Strike, Barrier, EDate, DDate, S, Vol, CurveDatesP, CurveRatesP, CurveDatesB, CurveRatesB, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, GreekType, GreekForm)

Returns the Greeks of an FX single barrier option, given volatility, the forward points curve and the interest rate curve of the base currency.

119. GIA_FXD_SingleBarrier_GreeksFromPointsCurveAndCounterCurve

(OptionType, BarrierType1, BarrierType2, Notional, Strike, Barrier, EDate, DDate, S, Vol, CurveDatesP, CurveRatesP, CurveDatesC, CurveRatesC, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, GreekType, GreekForm)

Returns the Greeks of an FX single barrier option, given volatility, the forward points curve and the interest rate curve of the counter currency.

Double Barrier Option

120. GIA_FXD_DoubleBarrier_TV

(OptionType, BarrierType, Notional, Strike, BarrierL, BarrierU, EDate, DDate, S, Vol, InterestRateB, InterestRateC, VDate, SDate, Comp, DaysB, DaysC, TVForm, TVCur)

Returns the theoretical value (TV) of an FX double barrier option, given volatility and interest rates of the base and of the counter currencies.

121. GIA_FXD_DoubleBarrier_TVFromCurves

(OptionType, BarrierType, Notional, Strike, BarrierL, BarrierU, EDate, DDate, S, Vol, CurveDatesB, CurveRatesB, CurveDatesC, CurveRatesC, VDate, SDate, Comp, DaysB, DaysC, Interp, TVForm, TVCur)

Returns the theoretical value (TV) of an FX double barrier option, given volatility and interest rate curves of the base and of the counter currencies.

122. GIA_FXD_DoubleBarrier_TVFromPointsCurveAndBaseCurve

(OptionType, BarrierType, Notional, Strike, BarrierL, BarrierU, EDate, DDate, S, Vol, CurveDatesP, CurveRatesP, CurveDatesB, CurveRatesB, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, TVForm, TVCur)

Returns the theoretical value (TV) of an FX double barrier option, given volatility, the forward points curve and the interest rate curve of the base currency.

123. GIA_FXD_DoubleBarrier_TVFromPointsCurveAndCounterCurve

(OptionType, BarrierType, Notional, Strike, BarrierL, BarrierU, EDate, DDate, S, Vol, CurveDatesP, CurveRatesP, CurveDatesC, CurveRatesC, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, TVForm, TVCur)

Returns the theoretical value (TV) of an FX double barrier option, given volatility, the forward points curve and the interest rate curve of the counter currency.

124. GIA_FXD_DoubleBarrier_Greeks

(OptionType, BarrierType, Notional, Strike, BarrierL, BarrierU, EDate, DDate, S, Vol, InterestRateB, InterestRateC, VDate, SDate, Comp, DaysB, DaysC, GreekType, GreekForm)

Returns the Greeks of an FX double barrier option, given volatility and interest rates of the base and of the counter currencies.

125. GIA_FXD_DoubleBarrier_GreeksFromCurves

(OptionType, BarrierType, Notional, Strike, BarrierL, BarrierU, EDate, DDate, S, Vol, CurveDatesB, CurveRatesB, CurveDatesC, CurveRatesC, VDate, SDate, Comp, DaysB, DaysC, Interp, GreekType, GreekForm)

Returns the Greeks of an FX double barrier option, given volatility and interest rate curves of the base and of the counter currencies.

126. GIA_FXD_DoubleBarrier_GreeksFromFromPointsCurveAndBaseCurve

(OptionType, BarrierType, Notional, Strike, BarrierL, BarrierU, EDate, DDate, S, Vol, CurveDatesP, CurveRatesP, CurveDatesB, CurveRatesB, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, GreekType, GreekForm)

Returns the Greeks of an FX double barrier option, given volatility, the forward points curve and the interest rate curve of the base currency.

127. GIA_FXD_DoubleBarrier_GreeksFromPointsCurveAndCounterCurve

(OptionType, BarrierType, Notional, Strike, BarrierL, BarrierU, EDate, DDate, S, Vol, CurveDatesP, CurveRatesP, CurveDatesC, CurveRatesC, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, GreekType, GreekForm)

Returns the Greeks of an FX double barrier option, given volatility, the forward points curve and the interest rate curve of the counter currency.

KIKO

128. GIA_FXD_KIKO_TV

(OptionType, BarrierType, Notional, Strike, BarrierL, BarrierU, EDate, DDate, S, Vol, InterestRateB, InterestRateC, VDate, SDate, Comp, DaysB, DaysC, TVForm, TVCur)

Returns the theoretical value (TV) of an FX KIKO option, given volatility and interest rates of the base and of the counter currencies.

129. GIA_FXD_KIKO_TVFromCurves

(OptionType, BarrierType, Notional, Strike, BarrierL, BarrierU, EDate, DDate, S, Vol, CurveDatesB, CurveRatesB, CurveDatesC, CurveRatesC, VDate, SDate, Comp, DaysB, DaysC, Interp, TVForm, TVCur)

Returns the theoretical value (TV) of an FX KIKO option, given volatility and interest rate curves of the base and of the counter currencies.

130. GIA_FXD_KIKO_TVFromFromPointsCurveAndBaseCurve

(OptionType, BarrierType, Notional, Strike, BarrierL, BarrierU, EDate, DDate, S, Vol, CurveDatesP, CurveRatesP, CurveDatesC, CurveRatesC, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, TVForm, TVCur)

Returns the theoretical value (TV) of an FX KIKO option, given volatility, the forward points curve and the interest rate curve of the base currency.

131. GIA_FXD_KIKO_TVFromPointsCurveAndCounterCurve

(OptionType, BarrierType, Notional, Strike, BarrierL, BarrierU, EDate, DDate, S, Vol, CurveDatesP, CurveRatesP, CurveDatesC, CurveRatesC, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, TVForm, TVCur)

Returns the theoretical value (TV) of an FX KIKO option, given volatility, the forward points curve and the interest rate curve of the counter currency.

132. GIA_FXD_KIKO_Greeks

(OptionType, BarrierType, Notional, Strike, BarrierL, BarrierU, EDate, DDate, S, Vol, InterestRateB, InterestRateC, VDate, SDate, Comp, DaysB, DaysC, GreekType, GreekForm)

Returns the Greeks of an FX KIKO option, given volatility and interest rates of the base and of the counter currencies.

133. GIA_FXD_KIKO_GreeksFromCurves

(OptionType, BarrierType, Notional, Strike, BarrierL, BarrierU, EDate, DDate, S, Vol, CurveDatesB, CurveRatesB, CurveDatesC, CurveRatesC, VDate, SDate, Comp, DaysB, DaysC, Interp, GreekType, GreekForm)

Returns the Greeks of an FX KIKO Option, given volatility and interest rate curves of the base and of the counter currencies.

134. GIA_FXD_KIKO_GreeksFromPointsCurveAndBaseCurve

(OptionType, BarrierType, Notional, Strike, BarrierL, BarrierU, EDate, DDate, S, Vol, CurveDatesP, CurveRatesP, CurveDatesC, CurveRatesC, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, GreekType, GreekForm)

Returns the Greeks of an FX KIKO Option, given volatility, the forward points curve and the interest rate curve of the base currency.

135. GIA_FXD_KIKO_GreeksFromPointsCurveAndCounterCurve

(OptionType, BarrierType, Notional, Strike, BarrierL, BarrierU, EDate, DDate, S, Vol, CurveDatesP, CurveRatesP, CurveDatesC, CurveRatesC, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, GreekType, GreekForm)

Returns the Greeks of an FX KIKO Option, given volatility, the forward points curve and the interest rate curve of the counter currency.

Asian Option

136. GIA_FXD_Asian_TV

(OptionType, Notional, Strike, EDate, DDate, S, Vol, InterestRateB, InterestRateC, FixingsDates, FixingsRates, VDate, SDate, Comp, DaysB, DaysC, TVForm, TVCur)

Returns the theoretical value (TV) of an FX Asian option, given volatility and interest rates of the base and of the counter currencies.

137. GIA_FXD_Asian_TVFromCurves

(OptionType, Notional, Strike, EDate, DDate, S, Vol, CurveDatesB, CurveRatesB, CurveDatesC, CurveRatesC, FixingsDates, FixingsRates, VDate, SDate, Comp, DaysB, DaysC, Interp, TVForm, TVCur)

Returns the theoretical value (TV) of an FX Asian option, given volatility and interest rate curves of the base and of the counter currencies.

138. GIA_FXD_Asian_TVFromFromPointsCurveAndBaseCurve

(OptionType, Notional, Strike, EDate, DDate, S, Vol, CurveDatesP, CurveRatesP, CurveDatesB, CurveRatesB, FixingsDates, FixingsRates, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, TVForm, TVCur)

Returns the theoretical value (TV) of an FX Asian option, given volatility, the forward points curve and the interest rate curve of the base currency.

139. GIA_FXD_Asian_TVFromPointsCurveAndCounterCurve

(OptionType, Notional, Strike, EDate, DDate, S, Vol, CurveDatesP, CurveRatesP, CurveDatesC, CurveRatesC, FixingsDates, FixingsRates, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, TVForm, TVCur)

Returns the theoretical value (TV) of an FX Asian option, given volatility, the forward points curve and the interest rate curve of the counter currency.

140. GIA_FXD_Asian_Greeks

(OptionType, Notional, Strike, EDate, DDate, S, Vol, InterestRateB, InterestRateC, FixingsDates, FixingsRates, VDate, SDate, Comp, DaysB, DaysC, GreekType, GreekForm)

Returns the theoretical value (TV) of an FX Asian option, given volatility and interest rates of the base and of the counter currencies.

141. GIA_FXD_Asian_GreeksFromCurves

(OptionType, Notional, Strike, EDate, DDate, S, Vol, CurveDatesB, CurveRatesB, CurveDatesC, CurveRatesC, FixingsDates, FixingsRates, VDate, SDate, Comp, DaysB, DaysC, Interp, GreekType, GreekForm)

Returns the theoretical value (TV) of an FX Asian option, given volatility and interest rate curves of the base and of the counter currencies.

142. GIA_FXD_Asian_GreeksFromPointsCurveAndBaseCurve

(OptionType, Notional, Strike, EDate, DDate, S, Vol, CurveDatesP, CurveRatesP, CurveDatesB, CurveRatesB, FixingsDates, FixingsRates, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, GreekType, GreekForm)

Returns the theoretical value (TV) of an FX Asian option, given volatility, the forward points curve and the interest rate curve of the base currency.

143. GIA_FXD_Asian_GreeksFromPointsCurveAndCounterCurve

(OptionType, Notional, Strike, EDate, DDate, S, Vol, CurveDatesP, CurveRatesP, CurveDatesC, CurveRatesC, FixingsDates, FixingsRates, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, GreekType, GreekForm)

Returns the theoretical value (TV) of an FX Asian option, given volatility, the forward points curve and the interest rate curve of the counter currency.

Additional Functions

144. GIA_FXD_ExoticOptions_TV

(OptionType, ExoticType, BarrierType, Notional, PayoffCur, PayoffTime, Strike, Barrier1, Barrier2, EDate, DDate, S, Vol, InterestRateB, InterestRateC, VDate, SDate, Comp, DaysB, DaysC, TVForm, TVCur)

Returns the theoretical value (TV) of all types of FX exotic options supported in GIAnalyzer, except Asian options, given volatility and interest rates of the base and of the counter currencies. Irrelevant parameters, such as "PayoffCur" in barrier options for example, have to be omitted.

145. GIA_FXD_ExoticOptions_TVFromCurves

(OptionType, ExoticType, BarrierType, Notional, PayoffCur, PayoffTime, Strike, Barrier1, Barrier2, EDate, DDate, S, Vol, CurveDatesB, CurveRatesB, CurveDatesC, CurveRatesC, VDate, SDate, Comp, DaysB, DaysC, Interp, TVForm, TVCur)

Returns the theoretical value (TV) of all types of FX exotic options supported in GIAnalyzer, except Asian options, given volatility and interest rate curves of the base and of the counter currencies. Irrelevant parameters, such as "PayoffCur" in barrier options for example, have to be omitted.

146. GIA_FXD_ExoticOptions_TVFromFromPointsCurveAndBaseCurve

(OptionType, ExoticType, BarrierType, Notional, PayoffCur, PayoffTime, Strike, Barrier1, Barrier2, EDate, DDate, S, Vol, CurveDatesP, CurveRatesP, CurveDatesB, CurveRatesB, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, TVForm, TVCur)

Returns the theoretical value (TV) of all types of FX exotic options supported in GIAnalyzer, except Asian options, given volatility, the forward points curve and the interest rate curve of the base currency. Irrelevant parameters, such as "PayoffCur" in barrier options for example, have to be omitted.

147. GIA_FXD_ExoticOptions_TVFromPointsCurveAndCounterCurve

(OptionType, ExoticType, BarrierType, Notional, PayoffCur, PayoffTime, Strike, Barrier1, Barrier2, EDate, DDate, S, Vol, CurveDatesP, CurveRatesP, CurveDatesC, CurveRatesC, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, TVForm, TVCur)

Returns the theoretical value (TV) of all types of FX exotic options supported in GIAnalyzer, except Asian options, given volatility, the forward points curve and the interest rate curve of the counter currency. Irrelevant parameters, such as "PayoffCur" in barrier options for example, have to be omitted.

148. GIA_FXD_ExoticOptions_Greeks

(OptionType, ExoticType, BarrierType, Notional, PayoffCur, PayoffTime, Strike, Barrier1, Barrier2, EDate, DDate, S, Vol, InterestRateB, InterestRateC, VDate, SDate, Comp, DaysB, DaysC, GreekType, GreekForm)

Returns the Greeks of all types of FX exotic options supported in GIAnalyzer, except Asian options, given volatility and interest rates of the base and of the counter currencies. Irrelevant parameters, such as "PayoffCur" in barrier options for example, have to be omitted.

149. GIA_FXD_ExoticOptions_GreeksFromCurves

(OptionType, ExoticType, BarrierType, Notional, PayoffCur, PayoffTime, Strike, Barrier1, Barrier2, EDate, DDate, S, Vol, CurveDatesB, CurveRatesB, CurveDatesC, CurveRatesC, VDate, SDate, Comp, DaysB, DaysC, Interp, GreekType, GreekForm)

Returns the Greeks of all types of FX exotic options supported in GIAnalyzer, except Asian options, given volatility and interest rate curves of the base and of the counter currencies. Irrelevant parameters, such as "PayoffCur" in barrier options for example, have to be omitted.

150. GIA_FXD_ExoticOptions_GreeksFromPointsCurveAndBaseCurve

(OptionType, ExoticType, BarrierType, Notional, PayoffCur, PayoffTime, Strike, Barrier1, Barrier2, EDate, DDate, S, Vol, CurveDatesP, CurveRatesP, CurveDatesB, CurveRatesB, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, GreekType, GreekForm)

Returns the Greeks of all types of FX exotic options supported in GIAnalyzer, except Asian options, given volatility, the forward points curve and the interest rate curve of the base currency. Irrelevant parameters, such as "PayoffCur" in barrier options for example, have to be omitted.

151. GIA_FXD_ExoticOptions_GreeksFromPointsCurveAndCounterCurve

(OptionType, ExoticType, BarrierType, Notional, PayoffCur, PayoffTime, Strike, Barrier1, Barrier2, EDate, DDate, S, Vol, CurveDatesP, CurveRatesP, CurveDatesC, CurveRatesC, VDate, SDate, DigitsNumber, Comp, DaysB, DaysC, Interp, GreekType, GreekForm)

Returns the Greeks of all types of FX exotic options supported in GIAnalyzer, except Asian options, given volatility, the forward points curve and the interest rate curve of the counter currency. Irrelevant parameters, such as "PayoffCur" in barrier options for example, have to be omitted.