FX Displays

FX calculations are presented in a several different displays, each tailored for a slightly different user requirement. In all displays non-standard periods can be used; data may be taken from a variety of sources as configured in the database.

FX View

For a general view of a currency term structure use FX View. For cross currencies the underlying forwards are shown; otherwise deposits are presented. Clicking on each rate will show the outright price, and a vanilla option price.

FX Multi View

To compare forward rates from different sources use FX Multi View. The display will automatically show the rates from all the available sources for the selected terms. Supports forwards, outrights, deposits and FX volatility rates.

FX Quick View

To show an array of different prices use FX Quick View. This display can be used as a calculation 'scratch pad', or to construct custom layouts. For example, a view of sereral different currency forwards for a single period, which can be used to monitor end-of-month rates.

FX Calculator

To calculate individual prices, and to view the underlying values, use FX Calculator. This display is suited for detailed modelling of rates: overtyping any of the displayed values will affect the main value. For reference the live price is prominently displayed.

FX Synthetic View

To view synthetic forwards or deposits against market rates use FX Synthetic View. The underlying rates are clearly presented and may be adjusted for 'what-if' modelling.

FX Arbitrage

To view the comprehensive set of synthetic forwards and deposits for a currency, and check for arbitrage opportunities, use FX Arbitrage. Please note that Forwards From Futures may be found in the Excel suite.

Long Dated FX

For FX calculations priced from a Zero-Curve (generally periods beyond 1 Year) use the Long Dated FX pre-built Excel worksheet.

Forwards From Futures

Synthetic forwards based on Futures prices are available in the Forwards From Futures display (this is an Excel-based worksheet).