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@GLOBAL contains five independent modules. The first module, @GLOBAL.1, values common exchange-traded and over-the-counter derivatives:
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Flows, forwards, and futures
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European, American, and Bermuda options
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Complex chooser options
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Complex chooser options
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Installment options
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Swaps and swaptions
@GLOBAL.2 values exotic options:
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Average-price options (continuous and discrete)
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Average-strike options (continuous and discrete)
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Complex chooser options
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Double-Asian options
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Lookback options
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Fixed-strike lookback options
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Shout and whisper options
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Cliquet options
@GLOBAL.3 values dual-asset and compound options:
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Dual-commodity options
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Contingent options
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Two-factor barrier options
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Compound options
@GLOBAL.4 values barrier and digital options:
- Knockout and reverse knockout options
- Digital asset knockout and reverse digital asset knockout options
- Digital cash knockout and reverse digital cash knockout options
- Window knockout and reverse window knockout options
- Kick-in options and reverse kick-in options
- Digital asset kick-in and reverse digital asset kick-in options
- Digital cash kick-in and reverse digital cash kick-in options
- Window kick-in and reverse window kick-in options
- Corridor knockout options
- Digital asset corridor knockout options
- Digital cash corridor knockout options
- Window corridor knockout options
- Soft (proportional) knockout options
- Ladder options
- Digital and double-digital options (cash-or-nothing)
- Digital and double-digital options (asset-or-nothing)
- Window digital options (cash-or-nothing)
- Soft (proportional) digital options
@GLOBAL.5 (formerly known as SPAV) values average price and basket option:
- Average-price options (discrete, one asset)
- Average-strike options (discrete, one asset)
- Double-Asian options (discrete, one asset)
- Spread average-price options (discrete, two assets)
- Spread average-strike options (discrete, two assets)
- Crack options (thee assets)
- Basket options (up to 32 assets)
- Basket average-price options (up to 32 assets)
- Best of 2 or 3 assets
- Complex multi-asset average-price options with cliquet and quanto features
View the @GLOBAL product profile .
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© 2008 Financial Engineering Associates, Inc. All rights reserved.
Financial Engineering Associates, Inc. is registered and conducts business in Texas under the name "FEA, Inc."
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