Vanilla Option

Last updated 9 November 2026

Function reference › FX Derivatives › Vanilla Options

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

GIA_FXD_Vanilla_Greeks

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

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

Returns: Greeks of an FX vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it 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.
`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_Vanilla_GreeksFromCurves

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

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

Returns: Greeks of an FX vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it 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.
`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_Vanilla_GreeksFromCurvesMonteCarlo

Returns the Greeks of an FX vanilla option, given volatility and interest rate curves of the base and of the counter currencies, using the Monte-Carlo method.

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

Returns: Greeks of an FX vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it 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.
`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)
`n`	Required	The number of Monte-Carlo paths generated,
`Seed`	Required	The seed for the random number generator.

GIA_FXD_Vanilla_GreeksFromPointsCurveAndBaseCurve

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

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

Returns: Greeks of an FX vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put).
`Notional`	Required	The option's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it 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.
`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 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_Vanilla_GreeksFromPointsCurveAndBaseCurveMonteCarlo

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

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

Returns: Greeks of an FX vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put).
`Notional`	Required	The option's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it 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.
`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 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)
`n`	Required	The number of Monte-Carlo paths generated,
`Seed`	Required	The seed for the random number generator.

GIA_FXD_Vanilla_GreeksFromPointsCurveAndCounterCurve

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

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

Returns: Greeks of an FX vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put).
`Notional`	Required	The option's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it 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.
`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 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_Vanilla_GreeksFromPointsCurveAndCounterCurveMonteCarlo

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

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

Returns: Greeks of an FX vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put).
`Notional`	Required	The option's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it 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.
`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 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)
`n`	Required	The number of Monte-Carlo paths generated,
`Seed`	Required	The seed for the random number generator.

GIA_FXD_Vanilla_GreeksFromRRAndCurvesMonteCarlo

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, using the Monte-Carlo method.

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

Returns: Greeks of an FX vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put).
`Notional`	Required	The option's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it 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.
`RRdata`	Required	The volatility data in terms of ATM, Risk Reversal and Butterfly quotes for different periods.This argument has to be in form of Rx6 matrix, in which the rows are used for different periods and columns for the volatility 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)
`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)
`n`	Required	The number of Monte-Carlo paths generated,
`Seed`	Required	The seed for the random number generator.

GIA_FXD_Vanilla_GreeksFromRRMonteCarlo

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, using the Monte-Carlo method.

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

Returns: Greeks of an FX option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it 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.
`RRdata`	Required	The volatility data in terms of ATM, Risk Reversal and Butterfly quotes for different periods.This argument has to be in form of Rx6 matrix, in which the rows are used for different periods and columns for the volatility 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)
`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)
`n`	Required	The number of Monte-Carlo paths generated,
`Seed`	Required	The seed for the random number generator.

GIA_FXD_Vanilla_GreeksFromRRPointsCurveAndBaseCurveMonteCarlo

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, using the Monte-Carlo method.

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

Returns: Greeks of an FX vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it 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.
`RRdata`	Required	The volatility data in terms of ATM, Risk Reversal and Butterfly quotes for different periods.This argument has to be in form of Rx6 matrix, in which the rows are used for different periods and columns for the volatility quotes.
`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.
`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.
`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)
`n`	Required	The number of Monte-Carlo paths generated,
`Seed`	Required	The seed for the random number generator.

GIA_FXD_Vanilla_GreeksFromRRPointsCurveAndCounterCurveMonteCarlo

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

Returns: Greeks of an FX vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it 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.
`RRdata`	Required	The volatility data in terms of ATM, Risk Reversal and Butterfly quotes for different periods.This argument has to be in form of Rx6 matrix, in which the rows are used for different periods and columns for the volatility quotes.
`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.
`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.
`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)
`n`	Required	The number of Monte-Carlo paths generated,
`Seed`	Required	The seed for the random number generator.

GIA_FXD_Vanilla_GreeksFromSurface

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

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

Returns: Greeks of an FX vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it 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.
`VolSurface`	Required	The volatility surface.This argument has to be in the form of RxC matrix ("R" stands for rows and "C" for columns). The matrix size is flexible. See the documentation for full description.
`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)
`GreekForm`	Required	The form in which the option's Greek is expressed (BasePercent, BaseAmount)

GIA_FXD_Vanilla_GreeksFromSurfaceAndCurves

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

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

Returns: Greeks of an FX vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put).
`Notional`	Required	The option's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it 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.
`VolSurface`	Required	The volatility surface.This argument has to be in the form of RxC matrix ("R" stands for rows and "C" for columns). The matrix size is flexible. See the documentation for full description.
`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)
`GreekForm`	Required	The form in which the option's Greek is expressed (BasePercent, BaseAmount)

GIA_FXD_Vanilla_GreeksFromSurfaceAndCurvesMonteCarlo

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

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

Returns: Greeks of an FX vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put).
`Notional`	Required	The option's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it 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.
`VolSurface`	Required	The volatility surface.This argument has to be in the form of RxC matrix ("R" stands for rows and "C" for columns). The matrix size is flexible. See the documentation for full description.
`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)
`GreekForm`	Required	The form in which the option's Greek is expressed (BasePercent, BaseAmount)
`n`	Required	The number of Monte-Carlo paths generated,
`Seed`	Required	The seed for the random number generator.

GIA_FXD_Vanilla_GreeksFromSurfaceMonteCarlo

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

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

Returns: Greeks of an FX vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it 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.
`VolSurface`	Required	The volatility surface.This argument has to be in the form of RxC matrix ("R" stands for rows and "C" for columns). The matrix size is flexible. See the documentation for full description.
`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)
`GreekForm`	Required	The form in which the option's Greek is expressed (BasePercent, BaseAmount)
`n`	Required	The number of Monte-Carlo paths generated,
`Seed`	Required	The seed for the random number generator.

GIA_FXD_Vanilla_GreeksFromSurfacePointsCurveAndBaseCurve

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.

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

Returns: Greeks of an FX vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it 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.
`VolSurface`	Required	The volatility surface.This argument has to be in the form of RxC matrix ("R" stands for rows and "C" for columns). The matrix size is flexible. See the documentation for full description.
`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.
`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.
`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_Vanilla_GreeksFromSurfacePointsCurveAndBaseCurveMonteCarlo

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, using the Monte-Carlo method.

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

Returns: Greeks of an FX vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it 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.
`VolSurface`	Required	The volatility surface.This argument has to be in the form of RxC matrix ("R" stands for rows and "C" for columns). The matrix size is flexible. See the documentation for full description.
`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.
`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.
`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)
`n`	Required	The number of Monte-Carlo paths generated,
`Seed`	Required	The seed for the random number generator.

GIA_FXD_Vanilla_GreeksFromSurfacePointsCurveAndCounterCurve

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.

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

Returns: Greeks of an FX vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it 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.
`VolSurface`	Required	The volatility surface.This argument has to be in the form of RxC matrix ("R" stands for rows and "C" for columns). The matrix size is flexible. See the documentation for full description.
`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.
`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.
`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_Vanilla_GreeksFromSurfacePointsCurveAndCounterCurveMonteCarlo

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, using the Monte-Carlo method.

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

Returns: Greeks of an FX vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it 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.
`VolSurface`	Required	The volatility surface.This argument has to be in the form of RxC matrix ("R" stands for rows and "C" for columns). The matrix size is flexible. See the documentation for full description.
`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.
`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.
`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)
`n`	Required	The number of Monte-Carlo paths generated,
`Seed`	Required	The seed for the random number generator.

GIA_FXD_Vanilla_GreeksMonteCarlo

Returns the Greeks of an FX vanilla option, given volatility and interest rates of the base and of the counter currencies, using the Monte-Carlo method.

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

Returns: Greeks of an FX vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it 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.
`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)
`n`	Required	The number of Monte-Carlo paths generated,
`Seed`	Required	The seed for the random number generator.

GIA_FXD_Vanilla_ImpliedVol

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.

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

Returns: Implied volatility of an FX vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put).
`Notional`	Required	The option's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it is negative.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`OptionValue`	Required	The option's value
`S`	Required	The FX spot rate.
`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.
`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 rate (act/360, act/365, act/act, 30E/360, 30I/360)
`ValueForm`	Required	The form in which the option's value is expressed (Amount, Percent, Pips)
`ValueCur`	Required	The currency in which the option's value is expressed (Base, Counter)

GIA_FXD_Vanilla_ImpliedVolFromCurves

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.

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

Returns: Implied volatility of an FX vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it is negative.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`OptionValue`	Required	The option's value (Amount, Percent, Pips)
`S`	Required	The FX spot rate.
`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.
`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 rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, CubicSpline, Exponential)
`ValueForm`	Required	The form in which the option's value is expressed (Amount, Percent, Pips)
`ValueCur`	Required	The currency in which the option's value is expressed (Base, Counter)

GIA_FXD_Vanilla_ImpliedVolFromPointsCurveAndBaseCurve

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.

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

Returns: Implied volatility of an FX vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it is negative.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`OptionValue`	Required	The option's value (Amount, Percent, Pips)
`S`	Required	The FX spot rate.
`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.
`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.
`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)
`ValueForm`	Required	The form in which the option's value is expressed (Amount, Percent, Pips)
`ValueCur`	Required	The currency in which the option's value is expressed (Base, Counter)

GIA_FXD_Vanilla_ImpliedVolFromPointsCurveAndCounterCurve

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.

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

Returns: Implied volatility of an FX vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it is negative.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`OptionValue`	Required	The option's value (Amount, Percent, Pips)
`S`	Required	The FX spot rate.
`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.
`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.
`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)
`ValueForm`	Required	The form in which the option's value is expressed (Amount, Percent, Pips)
`ValueCur`	Required	The currency in which the option's value is expressed (Base, Counter)

GIA_FXD_Vanilla_Value

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

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

Returns: Value of an FX vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it 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.
`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 rate (act/360, act/365, act/act, 30E/360, 30I/360)
`ValueForm`	Required	The form in which the option's value is expressed (Amount, Percent, Pips)
`ValueCur`	Required	The currency in which the option's value is expressed (Base, Counter)

GIA_FXD_Vanilla_ValueFromCurves

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

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

Returns: Value of an FX vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put).
`Notional`	Required	The option's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it 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.
`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
`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)
`ValueForm`	Required	The form in which the option's value is expressed (Amount, Percent, Pips)
`ValueCur`	Required	The currency in which the option's value is expressed (Base, Counter)

GIA_FXD_Vanilla_ValueFromCurvesMonteCarlo

Returns the value of an FX vanilla option, given volatility and interest rate curves of the base and of the counter currencies, using the Monte-Carlo method.

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

Returns: Value of an FX vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put).
`Notional`	Required	The option's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it 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.
`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
`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)
`ValueForm`	Required	The form in which the option's value is expressed (Amount, Percent, Pips)
`ValueCur`	Required	The currency in which the option's value is expressed (Base, Counter)
`n`	Required	The number of Monte-Carlo paths generated,
`Seed`	Required	The seed for the random number generator.

GIA_FXD_Vanilla_ValueFromPointsCurveAndBaseCurve

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

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

Returns: Value of an FX vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put).
`Notional`	Required	The option's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it 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.
`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 rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, CubicSpline, Exponential)
`ValueForm`	Required	The form in which the option's value is expressed (Amount, Percent, Pips)
`ValueCur`	Required	The currency in which the option's value is expressed (Base, Counter)

GIA_FXD_Vanilla_ValueFromPointsCurveAndBaseCurveMonteCarlo

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

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

Returns: Value of an FX vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put).
`Notional`	Required	The option's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it 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.
`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 rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, CubicSpline, Exponential)
`ValueForm`	Required	The form in which the option's value is expressed (Amount, Percent, Pips)
`ValueCur`	Required	The currency in which the option's value is expressed (Base, Counter)
`n`	Required	The number of Monte-Carlo paths generated,
`Seed`	Required	The seed for the random number generator.

GIA_FXD_Vanilla_ValueFromPointsCurveAndCounterCurve

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

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

Returns: Value of an FX vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put).
`Notional`	Required	The option's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it 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.
`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 rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, CubicSpline, Exponential)
`ValueForm`	Required	The form in which the option's value is expressed (Amount, Percent, Pips)
`ValueCur`	Required	The currency in which the option's value is expressed (Base, Counter)

GIA_FXD_Vanilla_ValueFromPointsCurveAndCounterCurveMonteCarlo

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

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

Returns: Value of an FX vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put).
`Notional`	Required	The option's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it 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.
`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 rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, CubicSpline, Exponential)
`ValueForm`	Required	The form in which the option's value is expressed (Amount, Percent, Pips)
`ValueCur`	Required	The currency in which the option's value is expressed (Base, Counter)
`n`	Required	The number of Monte-Carlo paths generated,
`Seed`	Required	The seed for the random number generator.

GIA_FXD_Vanilla_ValueFromRRAndCurvesMonteCarlo

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, using the Monte-Carlo method.

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

Returns: Value of an FX vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it 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.
`RRdata`	Required	The volatility data in terms of ATM, Risk Reversal and Butterfly quotes for different periods.This argument has to be in form of Rx6 matrix, in which the rows are used for different periods and columns for the volatility 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.
`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 rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, CubicSpline, Exponential)
`ValueForm`	Required	The form in which the option's value is expressed (Amount, Percent, Pips)
`ValueCur`	Required	The currency in which the option's value is expressed (Base, Counter)
`n`	Required	The number of Monte-Carlo paths generated,
`Seed`	Required	The seed for the random number generator.

GIA_FXD_Vanilla_ValueFromRRMonteCarlo

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, using the Monte-Carlo method.

GIA_FXD_Vanilla_ValueFromRRMonteCarlo(OptionType, Notional, Strike, EDate, DDate, S, RRdata, InterestRateB, InterestRateC, VDate, SDate, Decimals, Comp, DaysB, DaysC, ValueForm, ValueCur, n, Seed)

Returns: Value of an FX option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it 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.
`RRdata`	Required	The volatility data in terms of ATM, Risk Reversal and Butterfly quotes for different periods.This argument has to be in form of Rx6 matrix, in which the rows are used for different periods and columns for the volatility 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.
`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 rate (act/360, act/365, act/act, 30E/360, 30I/360)
`ValueForm`	Required	The form in which the option's value is expressed (Amount, Percent, Pips)
`ValueCur`	Required	The currency in which the option's value is expressed (Base, Counter)
`n`	Required	The number of Monte-Carlo paths generated,
`Seed`	Required	The seed for the random number generator.

GIA_FXD_Vanilla_ValueFromRRPointsCurveAndBaseCurveMonteCarlo

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, using the Monte-Carlo method.

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

Returns: Value of an FX vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it 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.
`RRdata`	Required	The volatility data in terms of ATM, Risk Reversal and Butterfly quotes for different periods.This argument has to be in form of Rx6 matrix, in which the rows are used for different periods and columns for the volatility quotes.
`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.
`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.
`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)
`ValueForm`	Required	The form in which the option's value is expressed (Amount, Percent, Pips)
`ValueCur`	Required	The currency in which the option's value is expressed (Base, Counter)
`n`	Required	The number of Monte-Carlo paths generated,
`Seed`	Required	The seed for the random number generator.

GIA_FXD_Vanilla_ValueFromRRPointsCurveAndCounterCurveMonteCarlo

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

Returns: Value of an FX vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it 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.
`RRdata`	Required	The volatility data in terms of ATM, Risk Reversal and Butterfly quotes for different periods.This argument has to be in form of Rx6 matrix, in which the rows are used for different periods and columns for the volatility quotes.
`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.
`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.
`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)
`ValueForm`	Required	The form in which the option's value is expressed (Amount, Percent, Pips)
`ValueCur`	Required	The currency in which the option's value is expressed (Base, Counter)
`n`	Required	The number of Monte-Carlo paths generated,
`Seed`	Required	The seed for the random number generator.

GIA_FXD_Vanilla_ValueFromSurface

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

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

Returns: Value of an FX vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put).
`Notional`	Required	The option's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it 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.
`VolSurface`	Required	The volatility surface.This argument has to be in the form of RxC matrix ("R" stands for rows and "C" for columns). The matrix size is flexible. See the documentation for full description.
`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.
`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 rate (act/360, act/365, act/act, 30E/360, 30I/360)
`ValueForm`	Required	The form in which the option's value is expressed (Amount, Percent, Pips)
`ValueCur`	Required	The currency in which the option's value is expressed (Base, Counter)

GIA_FXD_Vanilla_ValueFromSurfaceAndCurves

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

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

Returns: Value of an FX vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it 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.
`VolSurface`	Required	The volatility surface.This argument has to be in the form of RxC matrix ("R" stands for rows and "C" for columns). The matrix size is flexible. See the documentation for full description.
`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.
`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 rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, CubicSpline, Exponential)
`ValueForm`	Required	The form in which the option's value is expressed (Amount, Percent, Pips)
`ValueCur`	Required	The currency in which the option's value is expressed (Base, Counter)

GIA_FXD_Vanilla_ValueFromSurfaceAndCurvesMonteCarlo

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

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

Returns: Value of an FX vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it 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.
`VolSurface`	Required	The volatility surface.This argument has to be in the form of RxC matrix ("R" stands for rows and "C" for columns). The matrix size is flexible. See the documentation for full description.
`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.
`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 rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, CubicSpline, Exponential)
`ValueForm`	Required	The form in which the option's value is expressed (Amount, Percent, Pips)
`ValueCur`	Required	The currency in which the option's value is expressed (Base, Counter)
`n`	Required	The number of Monte-Carlo paths generated,
`Seed`	Required	The seed for the random number generator.

GIA_FXD_Vanilla_ValueFromSurfaceMonteCarlo

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

GIA_FXD_Vanilla_ValueFromSurfaceMonteCarlo(OptionType, Notional, Strike, EDate, DDate, S, VolSurface, InterestRateB, InterestRateC, VDate, SDate, Decimals, Comp, DaysB, DaysC, ValueForm, ValueCur, n, Seed)

Returns: Value of an FX vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put).
`Notional`	Required	The option's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it 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.
`VolSurface`	Required	The volatility surface.This argument has to be in the form of RxC matrix ("R" stands for rows and "C" for columns). The matrix size is flexible. See the documentation for full description.
`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.
`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 rate (act/360, act/365, act/act, 30E/360, 30I/360)
`ValueForm`	Required	The form in which the option's value is expressed (Amount, Percent, Pips)
`ValueCur`	Required	The currency in which the option's value is expressed (Base, Counter)
`n`	Required	The number of Monte-Carlo paths generated,
`Seed`	Required	The seed for the random number generator.

GIA_FXD_Vanilla_ValueFromSurfacePointsCurveAndBaseCurve

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.

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

Returns: Value of an FX vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it 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.
`VolSurface`	Required	The volatility surface.This argument has to be in the form of RxC matrix ("R" stands for rows and "C" for columns). The matrix size is flexible. See the documentation for full description.
`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.
`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.
`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)
`ValueForm`	Required	The form in which the option's value is expressed (Amount, Percent, Pips)
`ValueCur`	Required	The currency in which the option's value is expressed (Base, Counter)

GIA_FXD_Vanilla_ValueFromSurfacePointsCurveAndBaseCurveMonteCarlo

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, using the Monte-Carlo method.

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

Returns: Value of an FX vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it 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.
`VolSurface`	Required	The volatility surface.This argument has to be in the form of RxC matrix ("R" stands for rows and "C" for columns). The matrix size is flexible. See the documentation for full description.
`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.
`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.
`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)
`ValueForm`	Required	The form in which the option's value is expressed (Amount, Percent, Pips)
`ValueCur`	Required	The currency in which the option's value is expressed (Base, Counter)
`n`	Required	The number of Monte-Carlo paths generated,
`Seed`	Required	The seed for the random number generator.

GIA_FXD_Vanilla_ValueFromSurfacePointsCurveAndCounterCurve

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.

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

Returns: Value of an FX vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it 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.
`VolSurface`	Required	The volatility surface.This argument has to be in the form of RxC matrix ("R" stands for rows and "C" for columns). The matrix size is flexible. See the documentation for full description.
`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.
`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.
`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)
`ValueForm`	Required	The form in which the option's value is expressed (Amount, Percent, Pips)
`ValueCur`	Required	The currency in which the option's value is expressed (Base, Counter)

GIA_FXD_Vanilla_ValueFromSurfacePointsCurveAndCounterCurveMonteCarlo

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, using the Monte-Carlo method.

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

Returns: Value of an FX vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it 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.
`VolSurface`	Required	The volatility surface.This argument has to be in the form of RxC matrix ("R" stands for rows and "C" for columns). The matrix size is flexible. See the documentation for full description.
`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.
`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.
`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)
`ValueForm`	Required	The form in which the option's value is expressed (Amount, Percent, Pips)
`ValueCur`	Required	The currency in which the option's value is expressed (Base, Counter)
`n`	Required	The number of Monte-Carlo paths generated,
`Seed`	Required	The seed for the random number generator.

GIA_FXD_Vanilla_ValueMonteCarlo

Returns the value of an FX vanilla option, given volatility and interest rate of the base and of the counter currencies, using the Monte-Carlo method.

GIA_FXD_Vanilla_ValueMonteCarlo(OptionType, Notional, Strike, EDate, DDate, S, Vol, InterestRateB, InterestRateC, VDate, SDate, Decimals, Comp, DaysB, DaysC, ValueForm, ValueCur, n, Seed)

Returns: Value of an FX vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`Notional`	Required	The option's notional amount, in terms of the base currency. For a long position, the sign is positive, and for a short position, it 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.
`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 rate (act/360, act/365, act/act, 30E/360, 30I/360)
`ValueForm`	Required	The form in which the option's value is expressed (Amount, Percent, Pips)
`ValueCur`	Required	The currency in which the option's value is expressed (Base, Counter)
`n`	Required	The number of Monte-Carlo paths generated,
`Seed`	Required	The seed for the random number generator.

GIA_FXD_Vanilla_VolFromSurface

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

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

Returns: Volatility for an FX vanilla option extracted from a volatility surface

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`VolSurface`	Required	The volatility surface.This argument has to be in the form of RxC matrix ("R" stands for rows and "C" for columns). The matrix size is flexible. See the documentation for full description.
`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)
`DeltaType`	Required	The form in which the delta in the volatility surface is expressed (SpotDelta, ForwardDelta)

GIA_FXD_Vanilla_VolFromSurfaceAndCurves

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.

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

Returns: Volatility for an FX vanilla option extracted from a volatility surface

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`VolSurface`	Required	The volatility surface.This argument has to be in the form of RxC matrix ("R" stands for rows and "C" for columns). The matrix size is flexible. See the documentation for full description.
`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)
`DeltaType`	Required	The form in which the delta in the volatility surface is expressed (SpotDelta, ForwardDelta)

GIA_FXD_Vanilla_VolFromSurfacePointsCurveAndBaseCurve

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.

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

Returns: Volatility for an FX vanilla option extracted from a volatility surface

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`VolSurface`	Required	The volatility surface.This argument has to be in the form of RxC matrix ("R" stands for rows and "C" for columns). The matrix size is flexible. See the documentation for full description.
`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.
`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.
`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)
`DeltaType`	Required	The form in which the delta in the volatility surface is expressed (SpotDelta, ForwardDelta)

GIA_FXD_Vanilla_VolFromSurfacePointsCurveAndCounterCurve

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.

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

Returns: Volatility for an FX vanilla option extracted from a volatility surface

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The FX spot rate.
`VolSurface`	Required	The volatility surface.This argument has to be in the form of RxC matrix ("R" stands for rows and "C" for columns). The matrix size is flexible. See the documentation for full description.
`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.
`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.
`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)
`DeltaType`	Required	The form in which the delta in the volatility surface is expressed (SpotDelta, ForwardDelta)