GFI FENICS - HOME - The advantage of a fresh perspective
 

Contacts

Americas
+1 212 968 2935

EMEA
+44 20 7877 8099

Japan
+813 3552 5111

Australia
+61 2 9240 5517

Singapore/ SE Asia/ South Asia
+65 6435 0442

Hong Kong/ North Asia
+852 2537 8781

China/ North Asia
+86 21 5836 6933

Support@GFIgroup.com

Loading...
FENICS Pricing

FENICS Pricing leverages maths models and independent market data to provide consistent market value pricing for both vanilla options and exotic, multi-leg, multi-currency strategies. FENICS Professional users also have instant access to market-maker liquidity within FENICS Pricing.  


  • Price vanilla options on live market volatility 
  • Liquidity banks distribute their proprietary volatility surfaces straight into FENICS Pricing
  • Choice of supplier bank scenarios for indicative pricing
  • Reduces time required to call out for pricing from liquidity providers
  • Decreases the risk of mis-quoting

  • User-friendly pricing of multi-legged options and multi-currency option strategies 
  • Quality maths models verified against actual, real-time traded prices from GFI’s brokerage desks to ensure accuracy of pricing 
  • Close relationship with leading exotic maths providers enables users to choose preferred pricing methodology
  • Support for first generation to third generation exotic options

  • Transparent Math Libraries
  • Users can access proprietary or third party math models within the familiar FENICS Professional interface to price options.
  • FENICS Vanillas 
  • FENICS Exotics 

  • Transparent Market Data
  • FENICS Professional delivers a real-time FX option data feed direct from GFI's electronic and voice brokerage operation. GFI understands that banks often require data from a wide variety of internal and external sources for pricing and analytical functions and therefore FENICS Professional also enables banks to receive data from internal broadcasting services, data vendors and other internet based sources including:
  • GFI FX Options Volatility Data
  • Thomson Reuters Interface
  • Bloomberg Interface
  • Excel/TXT Interface

 

Events

30 May   Risk & Return Brazil - Renaissance Sao Paulo Hotel
Read More4

31 May   Profit & Loss Forex Network New York - Crowne Plaza, Times Square Manhattan, New York
Read More4