Asian Option

Last updated 9 November 2026

Function reference › FX Derivatives › Asian Options

24 GIAnalyzer functions for Excel. Optional arguments are shown in [brackets].

GIA_FXD_Asian_TV

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

GIA_FXD_Asian_TV(OptionType, Notional, Strike, EDate, DDate, S, Vol, InterestRateB, InterestRateC, FixingDates, FixingRates, VDate, SDate, Comp, DaysB, DaysC, TVForm, TVCur)

Returns: Theoretical value (TV) of an FX Asian option

Argument	Use	Description
`OptionType`	Required	The option's type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. The sign for long position is positive and for short position is negative.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`Vol`	Required	The volatility of the underlying asset.
`InterestRateB`	Required	The interest rate of the base currency.
`InterestRateC`	Required	The interest rate of the counter currency.
`FixingDates`	Required	The array of dates in which the rates for calculating the average rate are set.
`FixingRates`	Required	The array of rates for calculating the average rate.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`TVForm`	Required	The form in which the option's theoretical value is expressed (Amount, Percent)
`TVCur`	Required	The currency in which the option's theoretical value is expressed (Base, Counter)

GIA_FXD_Asian_TVFromCurves

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

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

Returns: Theoretical value (TV) of an FX Asian option

Argument	Use	Description
`OptionType`	Required	The option's type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. The sign for long position is positive and for short position is negative.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`Vol`	Required	The volatility of the underlying asset.
`CurveDatesB`	Required	The array of dates in the base currency interest rate curve.
`CurveRatesB`	Required	The array of rates in the base currency interest rate curve.
`CurveDatesC`	Required	The array of dates in the counter currency interest rate curve.
`CurveRatesC`	Required	The array of rates in the counter currency interest rate curve.
`FixingDates`	Required	The array of dates in which the rates for calculating the average rate are set.
`FixingRates`	Required	The array of rates for calculating the average rate.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, CubicSpline, Exponential)
`TVForm`	Required	The form in which the option's theoretical value is expressed (Amount, Percent)
`TVCur`	Required	The currency in which the option's theoretical value is expressed (Base, Counter)

GIA_FXD_Asian_TVFromPointsCurveAndBaseCurve

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.

GIA_FXD_Asian_TVFromPointsCurveAndBaseCurve(OptionType, Notional, Strike, EDate, DDate, S, Vol, CurveDatesP, CurveRatesP, CurveDatesB, CurveRatesB, FixingDates, FixingRates, VDate, SDate, Decimals, Comp, DaysB, DaysC, Interp, TVForm, TVCur)

Returns: Theoretical value (TV) of an FX Asian option

Argument	Use	Description
`OptionType`	Required	The option's type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. The sign for long position is positive and for short position is negative.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`Vol`	Required	The volatility of the underlying asset.
`CurveDatesP`	Required	The array of dates in the forward points curve.
`CurveRatesP`	Required	The array of points in the forward points curve.
`CurveDatesB`	Required	The array of dates in the base currency interest rate curve.
`CurveRatesB`	Required	The array of rates in the base currency interest rate curve.
`FixingDates`	Required	The array of dates in which the rates for calculating the average rate are set.
`FixingRates`	Required	The array of rates for calculating the average rate.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Decimals`	Required	The number of digits after the decimal place in the FX spot rate (usually 4).
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, CubicSpline, Exponential)
`TVForm`	Required	The form in which the option's theoretical value is expressed (Amount, Percent)
`TVCur`	Required	The currency in which the option's theoretical value is expressed (Base, Counter)

GIA_FXD_Asian_TVFromPointsCurveAndCounterCurve

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.

GIA_FXD_Asian_TVFromPointsCurveAndCounterCurve(OptionType, Notional, Strike, EDate, DDate, S, Vol, CurveDatesP, CurveRatesP, CurveDatesC, CurveRatesC, FixingDates, FixingRates, VDate, SDate, Decimals, Comp, DaysB, DaysC, Interp, TVForm, TVCur)

Returns: Theoretical value (TV) of an FX Asian option

Argument	Use	Description
`OptionType`	Required	The option's type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. The sign for long position is positive and for short position is negative.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`Vol`	Required	The volatility of the underlying asset.
`CurveDatesP`	Required	The array of dates in the forward points curve.
`CurveRatesP`	Required	The array of points in the forward points curve.
`CurveDatesC`	Required	The array of dates in the counter currency interest rate curve.
`CurveRatesC`	Required	The array of rates in the counter currency interest rate curve.
`FixingDates`	Required	The array of dates in which the rates for calculating the average rate are set.
`FixingRates`	Required	The array of rates for calculating the average rate.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Decimals`	Required	The number of after the decimal place in the FX spot rate (usually 4).
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, CubicSpline, Exponential)
`TVForm`	Required	The form in which the option's theoretical value is expressed (Amount, Percent)
`TVCur`	Required	The currency in which the option's theoretical value is expressed (Base, Counter)

GIA_FXD_Asian_TVFromSurface

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

GIA_FXD_Asian_TVFromSurface(OptionType, Notional, Strike, EDate, DDate, S, Surface, InterestRateB, InterestRateC, FixingDates, FixingRates, VDate, SDate, Comp, DaysB, DaysC, TVForm, TVCur)

Returns: Theoretical value (TV) of an FX Asian option

Argument	Use	Description
`OptionType`	Required	The option's type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. The sign for long position is positive and for short position is negative.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`Surface`	Required	The volatility data in terms of ATM, Risk Reversal and Butterfly quotes OR ATM and vanilla calls and puts.
`InterestRateB`	Required	The interest rate of the base currency.
`InterestRateC`	Required	The interest rate of the counter currency.
`FixingDates`	Required	The array of dates in which the rates for calculating the average rate are set.
`FixingRates`	Required	The array of rates for calculating the average rate.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`TVForm`	Required	The form in which the option's theoretical value is expressed (Amount, Percent)
`TVCur`	Required	The currency in which the option's theoretical value is expressed (Base, Counter)

GIA_FXD_Asian_TVFromSurfaceAndCurves

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

GIA_FXD_Asian_TVFromSurfaceAndCurves(OptionType, Notional, Strike, EDate, DDate, S, Surface, CurveDatesB, CurveRatesB, CurveDatesC, CurveRatesC, FixingDates, FixingRates, VDate, SDate, Comp, DaysB, DaysC, Interp, TVForm, TVCur)

Returns: Theoretical value (TV) of an FX Asian option

Argument	Use	Description
`OptionType`	Required	The option's type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. The sign for long position is positive and for short position is negative.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`Surface`	Required	The volatility data in terms of ATM, Risk Reversal and Butterfly quotes OR ATM and vanilla calls and puts.
`CurveDatesB`	Required	The array of dates in the base currency interest rate curve.
`CurveRatesB`	Required	The array of rates in the base currency interest rate curve.
`CurveDatesC`	Required	The array of dates in the counter currency interest rate curve.
`CurveRatesC`	Required	The array of rates in the counter currency interest rate curve.
`FixingDates`	Required	The array of dates in which the rates for calculating the average rate are set.
`FixingRates`	Required	The array of rates for calculating the average rate.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, CubicSpline, Exponential)
`TVForm`	Required	The form in which the option's theoretical value is expressed (Amount, Percent)
`TVCur`	Required	The currency in which the option's theoretical value is expressed (Base, Counter)

GIA_FXD_Asian_TVFromSurfacePointsCurveAndBaseCurve

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

GIA_FXD_Asian_TVFromSurfacePointsCurveAndBaseCurve(OptionType, Notional, Strike, EDate, DDate, S, Surface, CurveDatesP, CurveRatesP, CurveDatesB, CurveRatesB, FixingDates, FixingRates, VDate, SDate, Decimals, Comp, DaysB, DaysC, Interp, TVForm, TVCur)

Returns: Theoretical value (TV) of an FX Asian option

Argument	Use	Description
`OptionType`	Required	The option's type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. The sign for long position is positive and for short position is negative.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`Surface`	Required	The volatility data in terms of ATM, Risk Reversal and Butterfly quotes OR ATM and vanilla calls and puts.
`CurveDatesP`	Required	The array of dates in the forward points curve.
`CurveRatesP`	Required	The array of points in the forward points curve.
`CurveDatesB`	Required	The array of dates in the base currency interest rate curve.
`CurveRatesB`	Required	The array of rates in the base currency interest rate curve.
`FixingDates`	Required	The array of dates in which the rates for calculating the average rate are set.
`FixingRates`	Required	The array of rates for calculating the average rate.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Decimals`	Required	The number of digits after the decimal place in the FX spot rate (usually 4).
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, CubicSpline, Exponential)
`TVForm`	Required	The form in which the option's theoretical value is expressed (Amount, Percent)
`TVCur`	Required	The currency in which the option's theoretical value is expressed (Base, Counter)

GIA_FXD_Asian_TVFromSurfacePointsCurveAndCounterCurve

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

GIA_FXD_Asian_TVFromSurfacePointsCurveAndCounterCurve(OptionType, Notional, Strike, EDate, DDate, S, Surface, CurveDatesP, CurveRatesP, CurveDatesC, CurveRatesC, FixingDates, FixingRates, VDate, SDate, Decimals, Comp, DaysB, DaysC, Interp, TVForm, TVCur)

Returns: Theoretical value (TV) of an FX Asian option

Argument	Use	Description
`OptionType`	Required	The option's type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. The sign for long position is positive and for short position is negative.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`Surface`	Required	The volatility data in terms of ATM, Risk Reversal and Butterfly quotes OR ATM and vanilla calls and puts.
`CurveDatesP`	Required	The array of dates in the forward points curve.
`CurveRatesP`	Required	The array of points in the forward points curve.
`CurveDatesC`	Required	The array of dates in the counter currency interest rate curve.
`CurveRatesC`	Required	The array of rates in the counter currency interest rate curve.
`FixingDates`	Required	The array of dates in which the rates for calculating the average rate are set.
`FixingRates`	Required	The array of rates for calculating the average rate.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Decimals`	Required	The number of after the decimal place in the FX spot rate (usually 4).
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, CubicSpline, Exponential)
`TVForm`	Required	The form in which the option's theoretical value is expressed (Amount, Percent)
`TVCur`	Required	The currency in which the option's theoretical value is expressed (Base, Counter)

GIA_FXD_Asian_TVGreeks

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

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

Returns: Greeks of an FX Asian option

Argument	Use	Description
`OptionType`	Required	The option's type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. The sign for long position is positive and for short position is negative.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`Vol`	Required	The volatility of the underlying asset.
`InterestRateB`	Required	The interest rate of the base currency.
`InterestRateC`	Required	The interest rate of the counter currency.
`FixingDates`	Required	The array of dates in which the rates for calculating the average rate are set.
`FixingRates`	Required	The array of rates for calculating the average rate.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`GreekType`	Required	The Greek's type returned by the function (SpotDelta, ForwardDelta, Gamma, Vega, Theta, RhoBase, RhoCounter, Vanna, Volga)
`GreekForm`	Required	The form in which the option's Greek is expressed (BasePercent, BaseAmount)

GIA_FXD_Asian_TVGreeksFromCurves

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

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

Returns: Greeks of an FX Asian option

Argument	Use	Description
`OptionType`	Required	The option's type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. The sign for long position is positive and for short position is negative.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`Vol`	Required	The volatility of the underlying asset.
`CurveDatesB`	Required	The array of dates in the base currency interest rate curve.
`CurveRatesB`	Required	The array of rates in the base currency interest rate curve.
`CurveDatesC`	Required	The array of dates in the counter currency interest rate curve.
`CurveRatesC`	Required	The array of rates in the counter currency interest rate curve.
`FixingDates`	Required	The array of dates in which the rates for calculating the average rate are set.
`FixingRates`	Required	The array of rates for calculating the average rate.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, CubicSpline, Exponential)
`GreekType`	Required	The Greek's type returned by the function (SpotDelta, ForwardDelta, Gamma, Vega, Theta, RhoBase, RhoCounter, Vanna, Volga)
`GreekForm`	Required	The form in which the option's Greek is expressed (BasePercent, BaseAmount)

GIA_FXD_Asian_TVGreeksFromPointsCurveAndBaseCurve

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

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

Returns: Greeks of an FX Asian option

Argument	Use	Description
`OptionType`	Required	The option's type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. The sign for long position is positive and for short position is negative.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`Vol`	Required	The volatility of the underlying asset.
`CurveDatesP`	Required	The array of dates in the forward points curve.
`CurveRatesP`	Required	The array of points in the forward points curve.
`CurveDatesB`	Required	The array of dates in the base currency interest rate curve.
`CurveRatesB`	Required	The array of rates in the base currency interest rate curve.
`FixingDates`	Required	The array of dates in which the rates for calculating the average rate are set.
`FixingRates`	Required	The array of rates for calculating the average rate.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Decimals`	Required	The number of digits after the decimal place in the FX spot rate (usually 4).
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, CubicSpline, Exponential)
`GreekType`	Required	The Greek's type returned by the function (SpotDelta, ForwardDelta, Gamma, Vega, Theta, RhoBase, RhoCounter, Vanna, Volga)
`GreekForm`	Required	The form in which the option's Greek is expressed (BasePercent, BaseAmount)

GIA_FXD_Asian_TVGreeksFromPointsCurveAndCounterCurve

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

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

Returns: Greeks of an FX Asian option

Argument	Use	Description
`OptionType`	Required	The option's type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. The sign for long position is positive and for short position is negative.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`Vol`	Required	The volatility of the underlying asset.
`CurveDatesP`	Required	The array of dates in the forward points curve.
`CurveRatesP`	Required	The array of points in the forward points curve.
`CurveDatesC`	Required	The array of dates in the counter currency interest rate curve.
`CurveRatesC`	Required	The array of rates in the counter currency interest rate curve.
`FixingDates`	Required	The array of dates in which the rates for calculating the average rate are set.
`FixingRates`	Required	The array of rates for calculating the average rate.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Decimals`	Required	The number of digits after the decimal place in the FX spot rate (usually 4).
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, CubicSpline, Exponential)
`GreekType`	Required	The Greek's type returned by the function (SpotDelta, ForwardDelta, Gamma, Vega, Theta, RhoBase, RhoCounter, Vanna, Volga)
`GreekForm`	Required	The form in which the option's Greek is expressed (BasePercent, BaseAmount)

GIA_FXD_Asian_TVGreeksFromSurface

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

GIA_FXD_Asian_TVGreeksFromSurface(OptionType, Notional, Strike, EDate, DDate, S, Surface, InterestRateB, InterestRateC, FixingDates, FixingRates, VDate, SDate, Comp, DaysB, DaysC, GreekType, GreekForm)

Returns: Greeks of an FX Asian option

Argument	Use	Description
`OptionType`	Required	The option's type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. The sign for long position is positive and for short position is negative.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`Surface`	Required	The volatility data in terms of ATM, Risk Reversal and Butterfly quotes OR ATM and vanilla calls and puts.
`InterestRateB`	Required	The interest rate of the base currency.
`InterestRateC`	Required	The interest rate of the counter currency.
`FixingDates`	Required	The array of dates in which the rates for calculating the average rate are set.
`FixingRates`	Required	The array of rates for calculating the average rate.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`GreekType`	Required	The Greek's type returned by the function (SpotDelta, ForwardDelta, Gamma, Vega, Theta, RhoBase, RhoCounter, Vanna, Volga)
`GreekForm`	Required	The form in which the option's Greek is expressed (BasePercent, BaseAmount)

GIA_FXD_Asian_TVGreeksFromSurfaceAndCurves

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

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

Returns: Greeks of an FX Asian option

Argument	Use	Description
`OptionType`	Required	The option's type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. The sign for long position is positive and for short position is negative.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`Surface`	Required	The volatility data in terms of ATM, Risk Reversal and Butterfly quotes OR ATM and vanilla calls and puts.
`CurveDatesB`	Required	The array of dates in the base currency interest rate curve.
`CurveRatesB`	Required	The array of rates in the base currency interest rate curve.
`CurveDatesC`	Required	The array of dates in the counter currency interest rate curve.
`CurveRatesC`	Required	The array of rates in the counter currency interest rate curve.
`FixingDates`	Required	The array of dates in which the rates for calculating the average rate are set.
`FixingRates`	Required	The array of rates for calculating the average rate.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, CubicSpline, Exponential)
`GreekType`	Required	The Greek's type returned by the function (SpotDelta, ForwardDelta, Gamma, Vega, Theta, RhoBase, RhoCounter, Vanna, Volga)
`GreekForm`	Required	The form in which the option's Greek is expressed (BasePercent, BaseAmount)

GIA_FXD_Asian_TVGreeksFromSurfacePointsCurveAndBaseCurve

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

GIA_FXD_Asian_TVGreeksFromSurfacePointsCurveAndBaseCurve(OptionType, Notional, Strike, EDate, DDate, S, Surface, CurveDatesP, CurveRatesP, CurveDatesB, CurveRatesB, FixingDates, FixingRates, VDate, SDate, Decimals, Comp, DaysB, DaysC, Interp, GreekType, GreekForm)

Returns: Greeks of an FX Asian option

Argument	Use	Description
`OptionType`	Required	The option's type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. The sign for long position is positive and for short position is negative.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`Surface`	Required	The volatility data in terms of ATM, Risk Reversal and Butterfly quotes OR ATM and vanilla calls and puts.
`CurveDatesP`	Required	The array of dates in the forward points curve.
`CurveRatesP`	Required	The array of points in the forward points curve.
`CurveDatesB`	Required	The array of dates in the base currency interest rate curve.
`CurveRatesB`	Required	The array of rates in the base currency interest rate curve.
`FixingDates`	Required	The array of dates in which the rates for calculating the average rate are set.
`FixingRates`	Required	The array of rates for calculating the average rate.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Decimals`	Required	The number of digits after the decimal place in the FX spot rate (usually 4).
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, CubicSpline, Exponential)
`GreekType`	Required	The Greek's type returned by the function (SpotDelta, ForwardDelta, Gamma, Vega, Theta, RhoBase, RhoCounter, Vanna, Volga)
`GreekForm`	Required	The form in which the option's Greek is expressed (BasePercent, BaseAmount)

GIA_FXD_Asian_TVGreeksFromSurfacePointsCurveAndCounterCurve

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

GIA_FXD_Asian_TVGreeksFromSurfacePointsCurveAndCounterCurve(OptionType, Notional, Strike, EDate, DDate, S, Surface, CurveDatesP, CurveRatesP, CurveDatesC, CurveRatesC, FixingDates, FixingRates, VDate, SDate, Decimals, Comp, DaysB, DaysC, Interp, GreekType, GreekForm)

Returns: Greeks of an FX Asian option

Argument	Use	Description
`OptionType`	Required	The option's type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. The sign for long position is positive and for short position is negative.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`Surface`	Required	The volatility data in terms of ATM, Risk Reversal and Butterfly quotes OR ATM and vanilla calls and puts.
`CurveDatesP`	Required	The array of dates in the forward points curve.
`CurveRatesP`	Required	The array of points in the forward points curve.
`CurveDatesC`	Required	The array of dates in the counter currency interest rate curve.
`CurveRatesC`	Required	The array of rates in the counter currency interest rate curve.
`FixingDates`	Required	The array of dates in which the rates for calculating the average rate are set.
`FixingRates`	Required	The array of rates for calculating the average rate.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Decimals`	Required	The number of digits after the decimal place in the FX spot rate (usually 4).
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, CubicSpline, Exponential)
`GreekType`	Required	The Greek's type returned by the function (SpotDelta, ForwardDelta, Gamma, Vega, Theta, RhoBase, RhoCounter, Vanna, Volga)
`GreekForm`	Required	The form in which the option's Greek is expressed (BasePercent, BaseAmount)

GIA_FXD_Asian_VV

Returns the Vanna-Volga adjusted value of an FX Asian option, given a volatility surface and interest rates of the base and of the counter currencies.

GIA_FXD_Asian_VV(OptionType, Notional, Strike, EDate, DDate, S, Surface, InterestRateB, InterestRateC, FixingDates, FixingRates, VDate, SDate, Comp, DaysB, DaysC, AdditionalAdjustment, TVForm, TVCur)

Returns: Vanna-Volga adjusted value of an FX Asian option

Argument	Use	Description
`OptionType`	Required	The option's type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. The sign for long position is positive and for short position is negative.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`Surface`	Required	The volatility data in terms of ATM, Risk Reversal and Butterfly quotes OR ATM and vanilla calls and puts. Must contain 25Delta quotes.
`InterestRateB`	Required	The interest rate of the base currency.
`InterestRateC`	Required	The interest rate of the counter currency.
`FixingDates`	Required	The array of dates in which the rates for calculating the average rate are set.
`FixingRates`	Required	The array of rates for calculating the average rate.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`AdditionalAdjustment`	Required	The additional adjustment to the Vanna-Volga method (None or numeric value)
`TVForm`	Required	The form in which the option's theoretical value is expressed (Amount, Percent)
`TVCur`	Required	The currency in which the option's theoretical value is expressed (Base, Counter)

GIA_FXD_Asian_VVFromCurves

Returns the Vanna-Volga adjusted value of an FX Asian option, given a volatility surface and interest rate curves of the base and of the counter currencies.

GIA_FXD_Asian_VVFromCurves(OptionType, Notional, Strike, EDate, DDate, S, Surface, CurveDatesB, CurveRatesB, CurveDatesC, CurveRatesC, FixingDates, FixingRates, VDate, SDate, Comp, DaysB, DaysC, AdditionalAdjustment, Interp, TVForm, TVCur)

Returns: Vanna-Volga adjusted value of an FX Asian option

Argument	Use	Description
`OptionType`	Required	The option's type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. The sign for long position is positive and for short position is negative.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`Surface`	Required	The volatility data in terms of ATM, Risk Reversal and Butterfly quotes OR ATM and vanilla calls and puts. Must contain 25Delta quotes.
`CurveDatesB`	Required	The array of dates in the base currency interest rate curve.
`CurveRatesB`	Required	The array of rates in the base currency interest rate curve.
`CurveDatesC`	Required	The array of dates in the counter currency interest rate curve.
`CurveRatesC`	Required	The array of rates in the counter currency interest rate curve.
`FixingDates`	Required	The array of dates in which the rates for calculating the average rate are set.
`FixingRates`	Required	The array of rates for calculating the average rate.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`AdditionalAdjustment`	Required	The additional adjustment to the Vanna-Volga method (None or numeric value)
`Interp`	Required	The interpolation method (Linear, LogLinear, CubicSpline, Exponential)
`TVForm`	Required	The form in which the option's theoretical value is expressed (Amount, Percent)
`TVCur`	Required	The currency in which the option's theoretical value is expressed (Base, Counter)

GIA_FXD_Asian_VVFromPointsCurveAndBaseCurve

Returns the Vanna-Volga adjusted value of an FX Asian option, given a volatility surface, the forward points curve and the interest rate curve of the base currency.

GIA_FXD_Asian_VVFromPointsCurveAndBaseCurve(OptionType, Notional, Strike, EDate, DDate, S, Surface, CurveDatesP, CurveRatesP, CurveDatesB, CurveRatesB, FixingDates, FixingRates, VDate, SDate, Decimals, Comp, DaysB, DaysC, AdditionalAdjustment, Interp, TVForm, TVCur)

Returns: Vanna-Volga adjusted value of an FX Asian option

Argument	Use	Description
`OptionType`	Required	The option's type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. The sign for long position is positive and for short position is negative.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`Surface`	Required	The volatility data in terms of ATM, Risk Reversal and Butterfly quotes OR ATM and vanilla calls and puts. Must contain 25Delta quotes.
`CurveDatesP`	Required	The array of dates in the forward points curve.
`CurveRatesP`	Required	The array of rates in the forward points curve.
`CurveDatesB`	Required	The array of dates in the counter currency interest rate curve.
`CurveRatesB`	Required	The array of rates in the counter currency interest rate curve.
`FixingDates`	Required	The array of dates in which the rates for calculating the average rate are set.
`FixingRates`	Required	The array of rates for calculating the average rate.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Decimals`	Required	The number of digits after the decimal place in the FX spot rate (usually 4).
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`AdditionalAdjustment`	Required	The additional adjustment to the Vanna-Volga method (None or numeric value)
`Interp`	Required	The interpolation method (Linear, LogLinear, CubicSpline, Exponential)
`TVForm`	Required	The form in which the option's theoretical value is expressed (Amount, Percent)
`TVCur`	Required	The currency in which the option's theoretical value is expressed (Base, Counter)

GIA_FXD_Asian_VVFromPointsCurveAndCounterCurve

Returns the Vanna-Volga adjusted value of an FX Asian option, given a volatility surface, the forward points curve and the interest rate curve of the counter currency.

GIA_FXD_Asian_VVFromPointsCurveAndCounterCurve(OptionType, Notional, Strike, EDate, DDate, S, Surface, CurveDatesP, CurveRatesP, CurveDatesC, CurveRatesC, FixingDates, FixingRates, VDate, SDate, Decimals, Comp, DaysB, DaysC, AdditionalAdjustment, Interp, TVForm, TVCur)

Returns: Vanna-Volga adjusted value of an FX Asian option

Argument	Use	Description
`OptionType`	Required	The option's type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. The sign for long position is positive and for short position is negative.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`Surface`	Required	The volatility data in terms of ATM, Risk Reversal and Butterfly quotes OR ATM and vanilla calls and puts. Must contain 25Delta quotes.
`CurveDatesP`	Required	The array of dates in the forward points curve.
`CurveRatesP`	Required	The array of rates in the forward points curve.
`CurveDatesC`	Required	The array of dates in the counter currency interest rate curve.
`CurveRatesC`	Required	The array of rates in the counter currency interest rate curve.
`FixingDates`	Required	The array of dates in which the rates for calculating the average rate are set.
`FixingRates`	Required	The array of rates for calculating the average rate.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Decimals`	Required	The number of digits after the decimal place in the FX spot rate (usually 4).
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`AdditionalAdjustment`	Required	The additional adjustment to the Vanna-Volga method (None or numeric value)
`Interp`	Required	The interpolation method (Linear, LogLinear, CubicSpline, Exponential)
`TVForm`	Required	The form in which the option's theoretical value is expressed (Amount, Percent)
`TVCur`	Required	The currency in which the option's theoretical value is expressed (Base, Counter)

GIA_FXD_Asian_VVGreeks

Returns the Vanna-Volga adjusted Greeks of an FX Asian option, given volatility and interest rates of the base and of the counter currencies.

GIA_FXD_Asian_VVGreeks(OptionType, Notional, Strike, EDate, DDate, S, Surface, InterestRateB, InterestRateC, FixingDates, FixingRates, VDate, SDate, Comp, DaysB, DaysC, AdditionalAdjustment, GreekType, GreekForm)

Returns: Vanna-Volga adjusted Greeks of an FX Asian option

Argument	Use	Description
`OptionType`	Required	The option's type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. The sign for long position is positive and for short position is negative.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`Surface`	Required	The volatility data in terms of ATM, Risk Reversal and Butterfly quotes OR ATM and vanilla calls and puts.
`InterestRateB`	Required	The interest rate of the base currency.
`InterestRateC`	Required	The interest rate of the counter currency.
`FixingDates`	Required	The array of dates in which the rates for calculating the average rate are set.
`FixingRates`	Required	The array of rates for calculating the average rate.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`AdditionalAdjustment`	Required	The additional adjustment to the Vanna-Volga method (None, SurvivalProbability or numeric value)
`GreekType`	Required	The Greek's type returned by the function (SpotDelta, ForwardDelta, Gamma, Vega, Theta, RhoBase, RhoCounter, Vanna, Volga)
`GreekForm`	Required	The form in which the option's Greek is expressed (BasePercent, BaseAmount)

GIA_FXD_Asian_VVGreeksFromCurves

Returns the Vanna-Volga adjusted Greeks of an FX Asian option, given volatility and interest rate curves of the base and of the counter currencies.

GIA_FXD_Asian_VVGreeksFromCurves(OptionType, Notional, Strike, EDate, DDate, S, Surface, CurveDatesB, CurveRatesB, CurveDatesC, CurveRatesC, FixingDates, FixingRates, VDate, SDate, Comp, DaysB, DaysC, AdditionalAdjustment, Interp, GreekType, GreekForm)

Returns: Vanna-Volga adjusted Greeks of an FX Asian option

Argument	Use	Description
`OptionType`	Required	The option's type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. The sign for long position is positive and for short position is negative.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`Surface`	Required	The volatility data in terms of ATM, Risk Reversal and Butterfly quotes OR ATM and vanilla calls and puts.
`CurveDatesB`	Required	The array of dates in the base currency interest rate curve.
`CurveRatesB`	Required	The array of rates in the base currency interest rate curve.
`CurveDatesC`	Required	The array of dates in the counter currency interest rate curve.
`CurveRatesC`	Required	The array of rates in the counter currency interest rate curve.
`FixingDates`	Required	The array of dates in which the rates for calculating the average rate are set.
`FixingRates`	Required	The array of rates for calculating the average rate.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`AdditionalAdjustment`	Required	The additional adjustment to the Vanna-Volga method (None, SurvivalProbability or numeric value)
`Interp`	Required	The interpolation method (Linear, LogLinear, CubicSpline, Exponential)
`GreekType`	Required	The Greek's type returned by the function (SpotDelta, ForwardDelta, Gamma, Vega, Theta, RhoBase, RhoCounter, Vanna, Volga)
`GreekForm`	Required	The form in which the option's Greek is expressed (BasePercent, BaseAmount)

GIA_FXD_Asian_VVGreeksFromPointsCurveAndBaseCurve

Returns the Vanna-Volga adjusted Greeks of an FX Asian option, given volatility, the forward points curve and the interest rate curve of the base currency.

GIA_FXD_Asian_VVGreeksFromPointsCurveAndBaseCurve(OptionType, Notional, Strike, EDate, DDate, S, Surface, CurveDatesP, CurveRatesP, CurveDatesB, CurveRatesB, FixingDates, FixingRates, VDate, SDate, Decimals, Comp, DaysB, DaysC, AdditionalAdjustment, Interp, GreekType, GreekForm)

Returns: Vanna-Volga adjusted Greeks of an FX Asian option

Argument	Use	Description
`OptionType`	Required	The option's type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. The sign for long position is positive and for short position is negative.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`Surface`	Required	The volatility data in terms of ATM, Risk Reversal and Butterfly quotes OR ATM and vanilla calls and puts.
`CurveDatesP`	Required	The array of dates in the forward points curve.
`CurveRatesP`	Required	The array of points in the forward points curve.
`CurveDatesB`	Required	The array of dates in the base currency interest rate curve.
`CurveRatesB`	Required	The array of rates in the base currency interest rate curve.
`FixingDates`	Required	The array of dates in which the rates for calculating the average rate are set.
`FixingRates`	Required	The array of rates for calculating the average rate.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Decimals`	Required	The number of digits after the decimal place in the FX spot rate (usually 4).
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`AdditionalAdjustment`	Required	The additional adjustment to the Vanna-Volga method (None, SurvivalProbability or numeric value)
`Interp`	Required	The interpolation method (Linear, LogLinear, CubicSpline, Exponential)
`GreekType`	Required	The Greek's type returned by the function (SpotDelta, ForwardDelta, Gamma, Vega, Theta, RhoBase, RhoCounter, Vanna, Volga)
`GreekForm`	Required	The form in which the option's Greek is expressed (BasePercent, BaseAmount)

GIA_FXD_Asian_VVGreeksFromPointsCurveAndCounterCurve

Returns the Vanna-Volga adjusted Greeks of an FX Asian option, given volatility, the forward points curve and the interest rate curve of the counter currency.

GIA_FXD_Asian_VVGreeksFromPointsCurveAndCounterCurve(OptionType, Notional, Strike, EDate, DDate, S, Surface, CurveDatesP, CurveRatesP, CurveDatesC, CurveRatesC, FixingDates, FixingRates, VDate, SDate, Decimals, Comp, DaysB, DaysC, AdditionalAdjustment, Interp, GreekType, GreekForm)

Returns: Vanna-Volga adjusted Greeks of an FX Asian option

Argument	Use	Description
`OptionType`	Required	The option's type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. The sign for long position is positive and for short position is negative.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`Surface`	Required	The volatility data in terms of ATM, Risk Reversal and Butterfly quotes OR ATM and vanilla calls and puts.
`CurveDatesP`	Required	The array of dates in the forward points curve.
`CurveRatesP`	Required	The array of points in the forward points curve.
`CurveDatesC`	Required	The array of dates in the counter currency interest rate curve.
`CurveRatesC`	Required	The array of rates in the counter currency interest rate curve.
`FixingDates`	Required	The array of dates in which the rates for calculating the average rate are set.
`FixingRates`	Required	The array of rates for calculating the average rate.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Decimals`	Required	The number of digits after the decimal place in the FX spot rate (usually 4).
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`AdditionalAdjustment`	Required	The additional adjustment to the Vanna-Volga method (None, SurvivalProbability or numeric value)
`Interp`	Required	The interpolation method (Linear, LogLinear, CubicSpline, Exponential)
`GreekType`	Required	The Greek's type returned by the function (SpotDelta, ForwardDelta, Gamma, Vega, Theta, RhoBase, RhoCounter, Vanna, Volga)
`GreekForm`	Required	The form in which the option's Greek is expressed (BasePercent, BaseAmount)