Case Study
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