☰
SDEs
Arithmetic Brownian Motion
Black Scholes
Look up a Greek formula European Options: Derivation of Price and Greeks Cash or Nothing Options: Derivation of Greeks Asset or Nothing Options: Derivation of Greeks Tools and Calculators
FX
FX Options: Maths and Story FX Options: Price and Greeks FX Options: Price and Greeks with Analysis FX Options: ATM Strikes and Deltas FX Options: Strike from Delta and Volatility FX Smile: Volatility for given Delta FX Smile: Volatility for given Strike FX Smile Curve from RR and Strangles FX Smile: Smile Strangle from Market Strangle FX Smile: Market Strangle from Smile Strangle
Basket
Vasicek's LHP and HP: Maths and Story Vasicek's LHP: Loss Distribution LHP: Simplified CDO's Price and Greeks LHP: Simplified CDO's Base Correlation LHP: Simplified CDO's Price and Greeks with Analysis LHP: Tranche CDO Swap Spread HP: Nth-to-Default Protection's Price and Greeks HP: Nth-to-Default Protection's Price and Greeks with Analysis Markowitz: Maths and Story Markowitz: Mean Variance optimisation
Short Rates
Merton: Dynamics, solution, bond price Merton's Model Analysis Tool Vasicek: Dynamics, solution, bond price Vasicek's Model Analysis Tool CIR: Dynamics, solution, bond price CIR's Model Analysis Tool Ho Lee: Dynamics, solution, bond price Ho and Lee's Model Analysis Tool Hull White: Dynamics, solution, bond price Hull and White's Model Analysis Tool
Yield Curves
Holidays List Calculate Maturity(Add days to a) Date No of Days between Dates Cash Flow Dates with Given Frequency Interpolation: Story and Maths Yield Curve Interpolation Bootstrap Yield Curve using LIBOR Bootstrap Yield Curve using FRA Bootstrap Yield Curve using Swap
Rates
Swaps: Par Rate, Price, and Greeks Swaps: Price and Greeks Black's formula: Maths and Story Swaption: Maths and Story Swaption: Price and Greeks Swaption: Price and Greeks with Analysis Caps and Floors: Maths and Story Caplet Floorlet: Price and Greeks Cap Floor: Price and Greeks
Home
Welcome

FX Smile Curve: Inputs

Please enter the inputs, and then click the button to compute the output and generate the smile.

Inputs:

Watch ▶ a guided tour.

Any issues? email quantpie or tweet @quantpie.