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Tools and Calculators


FX Options Pricing Calculator
For the indicative pricing of currency options. Click here to use the FX Options Pricing Calculator

HRE Calculator
For extending maturing FX deals based on the historical rate as opposed to the market rate. In these cases a special calculation is needed to adjust the "market" swap points to take into account funding and proportionality issues. Click here to use the HRE Calculator

Pre-delivery Calculator
For pre-delivering FX deals to a date nearer than the current settlement date of the deal. Almost the opposite to an HRE. Again a pre-deilvery is based on the historical rate as opposed to the market rate and so the "market" swap points need to be adjusted accordingly. Click here to use the Pre-Delivery Calculator






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