We are excited to announce that our clients can now benefit from a new FIX API integration between DIGITEC’s D3 pricing engine for swaps & forwards and eFXO’s FX options pricer. Two pricing engine specialists are teaming up to offer even better synergies across the trading desks of our mutual clients:
eFXO already offers day and event weightings for vol-based options pricing as part of their FX options pricing engine, and the D3 connection enhances this offering to include an FX forward points pricing capability that supports turns and special dates.
Digitec’s market leading D3 swaps & forwards pricing engine is the STIR/FX trader’s first choice when it comes to swaps & forwards pricing. FX swaps and forward curves can easily be created for any broken date/special dates and this can now be exported to the eFXO pricing engine to enhance FX options pricing taking into account FX forward turns and special dates.
We are looking forward to continuing to build on our respective offerings together to make trading desks more automated and connected!