Case Study

Testing derivative on live streaming prices

Testing derivative on live streaming prices

Testing derivatives on live streaming prices Iris tested the implementation of derivatives options and FIX connectivity on a proprietary trading platform. Overview O n e o f th e w o rl d ’s l ead i ng i nv es tme n t b a n k s e n g a ge d Ir is to tes t the introd uc tion o f d e ri v a t i v e s o p tions o n t h e ir l i v e s tre am i n g pr i c es for va n i l l a an d ex otic FX option s. The Iris te s ting tea m n o t o n ly tested newly in troduced FX Options but also enhan c ed the tes t c o verage o f ot her fo rex pr oduct s s uch as S p o t s , Fo rw ar d s , S w aps and SSP. Using a scenario- ba se d te stin g a p pro a ch , th e tea m co n si de re d a l l possi bl e

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