Welcome to DerivativeEngines.com...


It is Now Much More Easy To Calculate FX (Currency) Option Prices... Derivative Engines is a Real Time Option Calculator for currencies





In the Spotlight

  • November 2009
    GBP/USD, USD/JPY, USD/CHF, EUR/TRY options are launched as of 23/11/2009 besides USD/TRY and EUR/USD options
  • February 2010
    Multiple Option Pricing and Portfolio Building will be launched
    Multiple option pricing is launched as of 25/01/2010
  • April 2010
    Barrier Options from first generation exotics are launched as of 17/03/2010
    - Knock In Options
    - Knock Out Options
  • February 2011
    First generation strucrured products are launched.
    - DCD (Dual Currency Deposit)
    - Asymetric Forward
    - Zero Cost Collar
    - Seagull
  • Planned Tasks
    Second Generation Exotics
    Double Barrier Options
    Digital Options
    - One Touch Options
    - No Touch Options
    - Double No Touch Options
    - Double One Touch Options
    - European Digital Options
    - European Range Options

    Structured Products
    -Capital Guaranteed One Touch
    -Capital Guaranteed No Touch
    -Capital Guaranteed Double No Touch
    -Capital Guaranteed Double One Touch
    -Capital Guaranteed European Digital
    -Capital Guaranteed European Range

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Option Pricing Engine...

  • User Friendly Option Pricing Tool


  • Real Time FX Option Pricing


  • Precise curve fitting with Vanna Volga Method


  • Updated Volatility Curve with market conditions


  • EURUSD, USDTRY, GBPUSD, USDJPY, USDCHF, EURTRY currencies can be priced easily


  • DerivativeEngines.com is not an ordinary Option Calculator but a complete free solution for option pricing with updating the ATM volatilities and generating the tail curves by Vanna Volga method.


  • DerivativeEngines.com is designed for Small investors, Speculators, Private Bankers, Corporates, Students and every person interested in the options.