Generic Functions (all FX derivatives, by product type)

Last updated 9 November 2026

Function reference › FX Derivatives › Additional Functions

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

GIA_FXD_Generic_TV

Returns the theoretical value (TV) of all types of FX derivatives supported in GIAnalyzer, except Asian options, given volatility and interest rates of the base and of the counter currencies. Irrelevant parameters have to be omitted.

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

Returns: Theoretical value (TV) of all types of FX derivatives supported in GIAnalyzer, except Asian options

Argument	Use	Description
`ProductType`	Required	The type of product (Cash, VanillaOption, Forward, ExoticOption)
`OptionType`	Required	The option's type (Call, Put)
`OptionSubType`	Required	The option's product type (European, EuropeanBarrier, AmericanBarrier, Digital, NoTouch, OneTouch, KIKO, DoubleBarrier)
`BarrierType`	Required	The option's barrier type (Up-And-In, Up-And-Out, Down-And-In, Down-And-Out in single barrier options;In, Out in double barrier options;LowerOut-UpperIn, LowerIn-UpperOut in KIKO option)
`Notional`	Required	In barrier options: the option's notional amount, in terms of the base currency. In other types: the option's payoff.
`PayoffCur`	Required	The currency of the option's payoff (Base, Counter)
`PayoffTime`	Required	The payoff's time (AtHit, AtExpiry)
`Strike`	Required	The option's strike price.
`Barrier1`	Required	In single barrier options and in touch options – the option's barrier. In double barrier options: the option's lower barrier.
`Barrier2`	Required	In double barrier options: the option's upper barrier.
`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.
`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 for options. Amount, PayLeg, ReceiveLeg, BaseLeg, CounterLeg for forwards.)
`TVCur`	Required	The currency in which the option's theoretical value is expressed (Base, Counter)

GIA_FXD_Generic_TVFromCurves

Returns the theoretical value (TV) of all types of FX derivatives supported in GIAnalyzer, except Asian options, given volatility and interest rate curves of the base and of the counter currencies. Irrelevant parameters have to be omitted.

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

Returns: Theoretical value (TV) of all types of FX derivatives supported in GIAnalyzer, except Asian options

Argument	Use	Description
`ProductType`	Required	The type of product (VanillaOption, ExoticOption)
`OptionType`	Required	The option's type (Call, Put)
`OptionSubType`	Required	The option's product type (European, EuropeanBarrier, AmericanBarrier, Digital, NoTouch, OneTouch, KIKO, DoubleBarrier)
`BarrierType`	Required	The option's barrier type (Up-And-In, Up-And-Out, Down-And-In, Down-And-Out in single barrier options;In, Out in double barrier options;LowerOut-UpperIn, LowerIn-UpperOut in KIKO option)
`Notional`	Required	In barrier options: the option's notional amount, in terms of the base currency. In other types: the option's payoff.
`PayoffCur`	Required	The currency of the option's payoff (Base, Counter)
`PayoffTime`	Required	The payoff's time (AtHit, AtExpiry)
`Strike`	Required	The option's strike price.
`Barrier1`	Required	In single barrier options and in touch options – the option's barrier. In double barrier options: the option's lower barrier.
`Barrier2`	Required	In double barrier options: the option's upper barrier.
`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.
`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 for options. Amount, PayLeg, ReceiveLeg, BaseLeg, CounterLeg for forwards.)
`TVCur`	Required	The currency in which the option's theoretical value is expressed (Base, Counter)

GIA_FXD_Generic_TVGreeks

Returns the Greeks of all types of FX derivatives supported in GIAnalyzer, except Asian options, given volatility and interest rates of the base and of the counter currencies. Irrelevant parameters have to be omitted.

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

Returns: Greeks of all types of FX derivatives supported in GIAnalyzer, except Asian options

Argument	Use	Description
`ProductType`	Required	The type of product (Cash, VanillaOption, Forward, ExoticOption)
`OptionType`	Required	The option's type (Call, Put)
`OptionSubType`	Required	The option's product type (European, EuropeanBarrier, AmericanBarrier, Digital, NoTouch, OneTouch, KIKO, DoubleBarrier)
`BarrierType`	Required	The option's barrier type (Up-And-In, Up-And-Out, Down-And-In, Down-And-Out in single barrier options;In, Out in double barrier options;LowerOut-UpperIn, LowerIn-UpperOut in KIKO option)
`Notional`	Required	In barrier options: the option's notional amount, in terms of the base currency. In other types: the option's payoff.
`PayoffCur`	Required	The currency of the option's payoff (Base, Counter)
`PayoffTime`	Required	The payoff's time (AtHit, AtExpiry)
`Strike`	Required	The option's strike price.
`Barrier1`	Required	In single barrier options and in touch options – the option's barrier. In double barrier options: the option's lower barrier.
`Barrier2`	Required	In double barrier options: the option's upper barrier.
`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.
`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 for Options. Or see GIA_FXD_Forward_Risk)
`GreekForm`	Required	The form in which the option's Greek is expressed (BasePercent, BaseAmount for Options. PayLeg, ReceiveLeg, BaseLeg, CounterLeg for Forwards.)

GIA_FXD_Generic_TVGreeksFromCurves

Returns the Greeks of all types of FX derivatives supported in GIAnalyzer, except Asian options, given volatility and interest rate curves of the base and of the counter currencies. Irrelevant parameters have to be omitted.

GIA_FXD_Generic_TVGreeksFromCurves(ProductType, OptionType, OptionSubType, BarrierType, Notional, PayoffCur, PayoffTime, Strike, Barrier1, Barrier2, EDate, DDate, S, Vol, CurveDatesB, CurveRatesB, CurveDatesC, CurveRatesC, VDate, SDate, Comp, DaysB, DaysC, Interp, GreekType, GreekForm, [StartTerm], [EndTerm])

Returns: Greeks of all types of FX derivatives supported in GIAnalyzer, except Asian options

Argument	Use	Description
`ProductType`	Required	The type of product (VanillaOption, Forward, ExoticOption)
`OptionType`	Required	The option's type (Call, Put)
`OptionSubType`	Required	The option's product type (European, EuropeanBarrier, AmericanBarrier, Digital, NoTouch, OneTouch, KIKO, DoubleBarrier)
`BarrierType`	Required	The option's barrier type (Up-And-In, Up-And-Out, Down-And-In, Down-And-Out in single barrier options;In, Out in double barrier options;LowerOut-UpperIn, LowerIn-UpperOut in KIKO option)
`Notional`	Required	In barrier options: the option's notional amount, in terms of the base currency. In other types: the option's payoff.
`PayoffCur`	Required	The currency of the option's payoff (Base, Counter)
`PayoffTime`	Required	The payoff's time (AtHit, AtExpiry)
`Strike`	Required	The option's strike price.
`Barrier1`	Required	In single barrier options and in touch options – the option's barrier. In double barrier options: the option's lower barrier.
`Barrier2`	Required	In double barrier options: the option's upper barrier.
`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.
`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 for Options. Or see GIA_FXD_Forward_Risk)
`GreekForm`	Required	The form in which the option's Greek is expressed (BasePercent, BaseAmount for Options. PayLeg, ReceiveLeg, BaseLeg, CounterLeg for Forwards.)
`StartTerm`	Optional	The starting term for Bucket and Key Rate measures.
`EndTerm`	Optional	The ending term for Bucket and Key Rate measures.

GIA_FXD_Generic_VV

Returns the Vanna-Volga adjusted value of all types of FX exotics supported in GIAnalyzer, except Asian options, given volatility and interest rates of the base and of the counter currencies. Irrelevant parameters have to be omitted.

GIA_FXD_Generic_VV(ProductType, OptionType, OptionSubType, BarrierType, Notional, PayoffCur, PayoffTime, Strike, Barrier1, Barrier2, EDate, DDate, S, Surface, InterestRateB, InterestRateC, VDate, SDate, Comp, DaysB, DaysC, AdditionalAdjustment, TVForm, TVCur)

Returns: Vanna-Volga adjusted value of all types of FX exotics supported in GIAnalyzer, except Asian options

Argument	Use	Description
`ProductType`	Required	The type of product (VanillaOption, ExoticOption)
`OptionType`	Required	The option's type (Call, Put)
`OptionSubType`	Required	The option's product type (European, EuropeanBarrier, AmericanBarrier, Digital, NoTouch, OneTouch, KIKO, DoubleBarrier)
`BarrierType`	Required	The option's barrier type (Up-And-In, Up-And-Out, Down-And-In, Down-And-Out in single barrier options;In, Out in double barrier options;LowerOut-UpperIn, LowerIn-UpperOut in KIKO option)
`Notional`	Required	In barrier options: the option's notional amount, in terms of the base currency. In other types: the option's payoff.
`PayoffCur`	Required	The currency of the option's payoff (Base, Counter)
`PayoffTime`	Required	The payoff's time (AtHit, AtExpiry)
`Strike`	Required	The option's strike price.
`Barrier1`	Required	In single barrier options and in touch options – the option's barrier. In double barrier options: the option's lower barrier.
`Barrier2`	Required	In double barrier options: the option's upper barrier.
`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.
`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)
`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_Generic_VVFromCurves

Returns the Vanna-Volga adjusted value of all types of FX exotics supported in GIAnalyzer, except Asian options, given volatility and interest rate curves of the base and of the counter currencies. Irrelevant parameters have to be omitted.

GIA_FXD_Generic_VVFromCurves(ProductType, OptionType, OptionSubType, BarrierType, Notional, PayoffCur, PayoffTime, Strike, Barrier1, Barrier2, EDate, DDate, S, Surface, CurveDatesB, CurveRatesB, CurveDatesC, CurveRatesC, VDate, SDate, Comp, DaysB, DaysC, AdditionalAdjustment, Interp, TVForm, TVCur)

Returns: Vanna-Volga adjusted value of all types of FX exotics supported in GIAnalyzer, except Asian options

Argument	Use	Description
`ProductType`	Required	The type of product (VanillaOption, ExoticOption)
`OptionType`	Required	The option's type (Call, Put)
`OptionSubType`	Required	The option's product type (European, EuropeanBarrier, AmericanBarrier, Digital, NoTouch, OneTouch, KIKO, DoubleBarrier)
`BarrierType`	Required	The option's barrier type (Up-And-In, Up-And-Out, Down-And-In, Down-And-Out in single barrier options;In, Out in double barrier options;LowerOut-UpperIn, LowerIn-UpperOut in KIKO option)
`Notional`	Required	In barrier options: the option's notional amount, in terms of the base currency. In other types: the option's payoff.
`PayoffCur`	Required	The currency of the option's payoff (Base, Counter)
`PayoffTime`	Required	The payoff's time (AtHit, AtExpiry)
`Strike`	Required	The option's strike price.
`Barrier1`	Required	In single barrier options and in touch options – the option's barrier. In double barrier options: the option's lower barrier.
`Barrier2`	Required	In double barrier options: the option's upper barrier.
`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.
`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)
`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_Generic_VVGreeks

Returns the Vanna-Volga adjusted Greeks of all types of FX exotics supported in GIAnalyzer, except Asian options, given volatility and interest rates of the base and of the counter currencies. Irrelevant parameters have to be omitted.

GIA_FXD_Generic_VVGreeks(ProductType, OptionType, OptionSubType, BarrierType, Notional, PayoffCur, PayoffTime, Strike, Barrier1, Barrier2, EDate, DDate, S, Surface, InterestRateB, InterestRateC, VDate, SDate, Comp, DaysB, DaysC, AdditionalAdjustment, GreekType, GreekForm)

Returns: Vanna-Volga adjusted Greeks of all types of FX exotics supported in GIAnalyzer, except Asian options

Argument	Use	Description
`ProductType`	Required	The type of product (VanillaOption, ExoticOption)
`OptionType`	Required	The option's type (Call, Put)
`OptionSubType`	Required	The option's product type (European, EuropeanBarrier, AmericanBarrier, Digital, NoTouch, OneTouch, KIKO, DoubleBarrier)
`BarrierType`	Required	The option's barrier type (Up-And-In, Up-And-Out, Down-And-In, Down-And-Out in single barrier options;In, Out in double barrier options;LowerOut-UpperIn, LowerIn-UpperOut in KIKO option)
`Notional`	Required	In barrier options: the option's notional amount, in terms of the base currency. In other types: the option's payoff.
`PayoffCur`	Required	The currency of the option's payoff (Base, Counter)
`PayoffTime`	Required	The payoff's time (AtHit, AtExpiry)
`Strike`	Required	The option's strike price.
`Barrier1`	Required	In single barrier options and in touch options – the option's barrier. In double barrier options: the option's lower barrier.
`Barrier2`	Required	In double barrier options: the option's upper barrier.
`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.
`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_Generic_VVGreeksFromCurves

Returns the Greeks of all types of FX exotics supported in GIAnalyzer, except Asian options, given volatility and interest rate curves of the base and of the counter currencies. Irrelevant parameters have to be omitted.

GIA_FXD_Generic_VVGreeksFromCurves(ProductType, OptionType, OptionSubType, BarrierType, Notional, PayoffCur, PayoffTime, Strike, Barrier1, Barrier2, EDate, DDate, S, Surface, CurveDatesB, CurveRatesB, CurveDatesC, CurveRatesC, VDate, SDate, Comp, DaysB, DaysC, AdditionalAdjustment, Interp, GreekType, GreekForm)

Returns: Greeks of all types of FX exotics supported in GIAnalyzer, except Asian options

Argument	Use	Description
`ProductType`	Required	The type of product (VanillaOption, ExoticOption)
`OptionType`	Required	The option's type (Call, Put)
`OptionSubType`	Required	The option's product type (European, EuropeanBarrier, AmericanBarrier, Digital, NoTouch, OneTouch, KIKO, DoubleBarrier)
`BarrierType`	Required	The option's barrier type (Up-And-In, Up-And-Out, Down-And-In, Down-And-Out in single barrier options;In, Out in double barrier options;LowerOut-UpperIn, LowerIn-UpperOut in KIKO option)
`Notional`	Required	In barrier options: the option's notional amount, in terms of the base currency. In other types: the option's payoff.
`PayoffCur`	Required	The currency of the option's payoff (Base, Counter)
`PayoffTime`	Required	The payoff's time (AtHit, AtExpiry)
`Strike`	Required	The option's strike price.
`Barrier1`	Required	In single barrier options and in touch options – the option's barrier. In double barrier options: the option's lower barrier.
`Barrier2`	Required	In double barrier options: the option's upper barrier.
`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.
`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)