TECHNOLOGY

TECHNOLOGY

Astrogamma, the New York-based developer of the Fenics foreign exchange options pricing and risk management system, has released version 6.3 of its software. Among the enhancements are several new exotic options models and extra features for analysing strips of options. Fenics 6.3 was released in August, according to Elizabeth Joyce, manager of Astrogamma's customer division. The new exotics supported include six families of digital options, optimal options, curve-following average options

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