FAQ

Derivative Engines is born in October 2009 as the first web site which has real time currency option pricing calculators for free.

- Shall I have to pay for using Derivative Engines ?
Derivative Engines Unlimited Option Pricing Tool will be free until the end of 2018. We will inform you later for the next periods.

- Will you add more products ?
Definitely. The supported option types and structured products will increase continously and also new products will be launched in the future.

- Which currency pairs does Derivative Engines support ?
EURUSD, EURTRY, EURCHF, EURJPY, EURNOK, EURSEK, EURDKK, EURZAR, EURGBP, USDTRY, USDCHF, USDJPY, USDZAR, USDDKK, USDSEK, USDNOK, USDRUB, AUDUSD, USDINR, GBPUSD, GBPEUR, GBPTRY, GBPDKK, GBPCHF, GBPNOK, GBPSEK

- What advantages can Derivative Engines offer ?
Derivative Engines option pricing calculators supply real time indicative option prices which are close to the OTC option market. Our users who are on the buy side can check market makers' prices with Derivative Engines. Second advantage of Derivative Engines is the pricing capability for structured products. Users can learn about their hedging and investment alternatives and can price these alternatives easily with Derivative Engines.

- What is the model behind the option pricing engines ?
Derivative Engines uses a modified version of Vanna Volga Method while pricing the currency options. The model is calibrated for the over the counter FX Option market.