Analytics

FX Derivatives Analytics

An overview of FX Derivatives Analytics

FX Derivative APIs of Instrument Pricing Analytics enable traders, portfolio managers, and risk officers to analyze FX forwards, FX swaps, non-deliverable forwards, cross-currency swaps, cross-currency basis swaps, and FX options.

The APIs generate on-demand analytics such as cross-rate, outrights, market values, implied volatilities and Greeks for a wide range of currency pairs.

Key Facts 

  • Geographical coverage
    Global
  • History
  • Data format
    CSV
    JSON
    Python
    User Interface
    XML
  • Delivery mechanism
    API
    Desktop
    Excel
  • Data frequency
    Continuous

Features & Benefits

What you get with FX Derivatives Analytics

  • Large sets of analytical output for your consumption.
  • Pricing models are pre-configured with our data.
  • Analytics generated for you on-demand.
  • In-cloud delivery.
  • Control calculations with flexible API.
  • Integrate easily into client internal workflows.

How it works

Accessing the dataset

This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.

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