Templates are the models you'll use to describe over the counter (OTC) contracts or to replicate public structures.


Name Description
Vanilla FX Option

Allows to price simple European/American Call/Put FX-options on exchange rates. Supported currencies are EURAUD, EURCAD, EURCHF, EURCZK, EURDKK, EURGBP, EURHKD, EURHUF, EURJPY, EURNOK, EURNZD, EURPLN, EURSEK, EURSGD, EURUSD, EURZAR, EURRON, EURTRY, USDCAD, USDCHF, USDCZK, USDDKK, USDHKD, USDHUF, USDJPY, USDNOK, USDPLN, USDSEK, USDSGD, USDZAR, USDRON, USDTRY, AUDCHF, AUDUSD, CADCHF, DKKCHF, GBPCHF, GBPUSD, JPYCHF, NOKCHF, NZDUSD and SEKCHF.


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