FxOffice
With volatility buffers and tenor risk pricing, live pricing for spot and forward contracts

Live pricing for spot and forward contracts with volatility buffers and tenor risk pricing

Currency Pricing Capabilities

The FxOffice pricing engine streams live rate feeds and adds limitless customizable client-specific spread margin along with volatility control buffers.

The FxOffice pricing engine retrieves live rate feeds and automatically applies the appropriate spread for each currency pair using fully customizable inbuilt profit pricing algorithms. For forward contracts, market forward points are automatically calculated for normal or cross currency rates. As well, tenor pricing can be added based on the value date duration of the contract. Pricing can be configured in terms of customer classification and price bands for ease of management. The platform is also able to calculate points for mark-to-market rolls and reversal plus early-drawdown pricing of fixed dated forwards and swap points while automating spread profit to such transactions.

Limitless Pricing Configuration

FxOffice offers limitless price templating for customers interfaced with auto-pricing or manual trader intervention pricing. Automated pricing utilizes currency-pairs and spread templates that can be configured to suit each client profile. Alternatively, a manual request-for-quote RFQ model can be deployed that requires manual trader intervention for pricing large transactions or exotic currency pairs.

Currency Pricing Key Features

  • Rates are streamed into individual transactions of the dealing module through a spread engine based on pre-determined grouped rules
  • FxOffice allows users to price based on the currency pair, quantity and spread template or any combination thereof
  • There is no limit imposed on the number of currency pairs and spread templates allowable, thus reducing any scalability concerns
  • Spread buffer functionality ensures the business is protected from any market volatility after hours

Find out More

Datasoft FxOffice is a foreign exchange software and global payments platform that offers financial institutions a completely integrated forex, treasury, compliance and payments platform.