FX Toolkit & OPDS
FX Toolkit (FXTK) allows for FX Forwards in Excel and has been recently enhanced for Implied Interest Rate calculations. In this webinar, you will learn about FX forward curves, forward and swap outrights/points, implied yield/swap and funding cost.
We will also cover OPDS, which enables style structuring in Excel, demonstrating how to structure and price multi-leg foreign exchange options for a selected currency pair using custom pricing assumptions, so you can manage risk, hedge your positions and run scenario analyses of actual or implied rates for FX option portfolios.
Speakers
Nick Burrough
Fixed Income Market Specialist
Bloomberg L.P.
Nick has spent 27 years in financial market, including 21 years as a market maker and structurer across G10 Interest Rate Derivatives in London, Toronto & Sydney. As a market maker, he traded Interest Rate Swaps, Interest Options and Inflation products, and over saw many changes in Front Office trading and valuation methodologies. Following a short period of Trading System consultancy, Nick joined Bloomberg’s Sydney office 5 years ago as the Australia & New Zealand Fixed Income Market Specialist.