SDX expands exotics options
The derivatives pricing platform aims to introduce dual European digital options, barrier options, knock-out basket, and digital basket options and correlations swaps. Udi Sela, foreign exchange and cross-asset suite product manager at SuperDerivatives in Paris, said the products are still in development.
SDX already supports European options, such as a European knock in/out, but plans to add dual European digital options that include more than one underlying asset class.
The correlation swaps
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