Software to analyse forex options

[Hopeful]

I have the Hoadley's thing but it's not set up for all those zeros you need when you want to plug in Japanese currency rates.

Is there any software that you know of that can easily handle various currency pairs and their futures options? Cheers.

 

[wayneL]

I have the Hoadley's thing but it's not set up for all those zeros you need when you want to plug in Japanese currency rates.

Is there any software that you know of that can easily handle various currency pairs and their futures options? Cheers.

With futures options, you need to multiply by the underlying contract size. In this case the contact size is 12,500,000 yen. So rather than doing that in the "Underlying, Assets Settings" sheet, simply calulate it before entering on the main page.

E.g. 0.008155 becomes 101,973.5

Just make sure you do the same for the strike price as well.

Easy as that.