FinPricing FX Implied Volatility Surface Data - Forex Data (Global)

FinPricing provides highly accurate forex implied volatility surfaces for a broad range of currency pairs, including ATM, risk reversal, butterfly at 10, 25 delta up to 10 years. Those data are essential to price and risk-manage FX options. Unlike in other markets that quote volatility versus strike directly, the FX smile is given implicitly as a set of restrictions implied by market instruments and as such a calibration procedure to construct a volatility-delta or volatility-strike smile is used.

搜集汇总

背景与挑战

背景概述

该数据集提供全球多种货币对的高精度外汇隐含波动率曲面数据，涵盖ATM、风险逆转和蝶式期权等关键指标，最长期限达10年。这些数据通过独特的校准程序构建波动率-德尔塔曲线，专门用于FX期权的定价和风险管理。