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Reditus Exotic Options Platform
Product List for FENICS® FX
Product list as at August 2005
Instrument Name
Option definition
General exotic instruments:
1. Simple Chooser:
Simple Chooser options
2. Complex Chooser:
Complex Chooser options
3. Compound Call:
Compound call
4. Compound Put:
Compound put
5. Holder Extendible:
Holder extendible options
6. Writer Extendible:
Writer extendible options
7. Two FXs Knock Out:
Knock-out trigger on a second currency pair
8. Two FXs Knock In:
Knock-in trigger on a second currency pair
9. Two FXs Reverse KO:
Reverse knock-out trigger on a second currency pair
10. Two FXs Reverse KI:
Reverse knock-in on a second currency pair
11. Best of two currencies:
Best of two foreign currency options
12. Best of three currencies:
Best of three foreign currency options
13. Worst of two currencies:
Worst of two foreign currency options
14. Worst of three currencies:
Worst of three foreign currency options
15. Basket of two currencies:
Two currency basket options
16. Basket of three currencies:
Three currency basket options
17. Five basket:
Five currency basket option, implied correlation is automatically
calculated and can also be changed manually.
18. Multi-currency basket:
A basket option for up to 15 currencies, correlation is automatically
computed.
Instruments priced through instantaneous local volatility surface:
19 .Knock Out 1WB:
Knock-out window barrier option (one window), includes double,
delayed, partial, reverse KOs.
20. Knock Out 3WB:
Knock-out window barrier option (three windows), different trigger
levels for different windows.
21. Knock In 1WB:
Knock-in window barrier option (one window).
22. No Touch 1WB:
No-touch window barrier option (one window), includes double,
delayed, and partial windows.
23. Digital Knock Out 1WB