FX Options Pricing  &  FX Forward Rates

Calcfellow’s FX derivatives calculator is used to price fair market option premium prices and forward rates, as traded in real-time at the OTC market.  The calculator assists in planning and examining hedging strategy alternatives before execution. The calculator is also used to determine the derivatives market value for financial reporting.

The calculator's greatest advantage is that it includes high-quality and up-to-date market data. This market data includes spot rates, volatility, and interest rates.

The calculator is implemented in Google Sheets, so we all enjoy the security it provides, stability, and availability from anywhere and from any device.

After onboarding and set-up are completed, you will be able to access the calculator by login to your Google Drive. At first, the calculator can be found under the “Shared with me” located in the navigation bar. 

To make it easier to find the calculator at the next time of use, you may want to mark the calculator with "Add to starred" and perhaps add a shortcut to a folder you will create for this purpose on your Drive.

The calculator can price FX vanilla options as well as FX barrier options. If you wish to learn more about currency exposure hedging than be sure to check out our short tutorial videos such as Forward Extra, Cylinder Extra, and more.