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BBA-Reuters FX Option Volatility Benchmark - Introduction

BBA-Reuters FX Option Volatility Benchmark - Introduction

15/06/2003

Back in 1998 the BBA in close cooperation with Reuters launched an FX Option Volatility Benchmark.… read more

BBA-Reuters FX Option Volatility Benchmark - Types of volatility

BBA-Reuters FX Option Volatility Benchmark - Types of volatility

15/06/2003

The BBA-Reuters FX Option Volatility Benchmark covers three types of volatility, which are all commonly used… read more

BBA-Reuters FX Option Volatility Benchmark - FX option pricing

BBA-Reuters FX Option Volatility Benchmark - FX option pricing

15/06/2003

Basically there are two types of options, a call and a put option. The call option… read more

BBA-Reuters FX Option Volatility Benchmark - Currency pairs and maturities

BBA-Reuters FX Option Volatility Benchmark - Currency pairs and maturities

15/06/2003

Currently the BBA-Reuters FX Option Volatility Benchmark publishes daily rates for the following 13 currency pairs: read more

BBA-Reuters FX Option Volatility Benchmark - Contributors and calculation

BBA-Reuters FX Option Volatility Benchmark - Contributors and calculation

15/06/2003

The BBA is aming to provide a panel of 12 contributors, providing rates on a daily… read more

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