Rates Option Pricer

BARX

BARX FI Rates Spread screen

The BARX Rates Option Pricer is available on the BARX FX platform. It allows you to model and obtain indicative levels on a range of Interest Rates options in real-time. The BARX Rates Option Pricer is available for EUR, GBP, JPY and USD currencies and the various option types available include:”

  •  Callable Swaps
  •  Cap and/or Floor
  •  Conditional Cap and/or Floor
  •  Dual Digital
  • Mid Curves
  • Spread Options
  • Swaptions