FX Pricing Engine

The ASPone FX Pricing Engine manipulates inter-bank FX Spot prices, received using feed handlers, to calculate dealable spot and forward rates for the corporate and retail foreign exchange market.
All major, minor and exotic currency pair combinations can be calculated and the appropriate margins applied across, all currency pairs, individual currency pairs, amount, specific customer requirements etc.

The FX Pricing engine’s forward calculation algorithm provides a flexible pricing mechanism which uses either interpolation between available forward points or a more powerful interest rate driven model.