Opal - Currency Options

ACF's Opal system is a state-of-the-art pricing system for currency options. Opal prices a wide range of products - from plain vanillas to complex exotics, in any combination - and an appealing and intuitive graphical interface makes Opal easy-to-use and error-free.

Spreads, risk reversals, and participations can be priced as a single entity, with automatic solutions for zero-premium structures or targeted hedges. Combinations involving exotics - like contingent premium options - can be priced easily, and a flexible back-solver can quickly find the answer to questions like: where should we set the trigger to achieve a 25% cost saving?

All prices and Greeks are visible simultaneously for all four pricing conventions (quotations in either currency, or as a percentage of either principal). Opal includes tried, tested, and accurate pricing models, including 3D volatility smiles and skews.

For the best in currency option pricing, you must see Opal - contact us to find out more.