backtesting FX options

Discussion in 'Options' started by Nashequilibrium, Nov 13, 2007.

  1. Cme data help at all?
     
    #21     Oct 2, 2010
  2. I'm think that in BBG it's provider-specific. But, I have to say, whenever I tried to price far OTM FX options in BBG it's always somehow been spot on to what the mkt would quote me.

    Anyways, I was going to suggest. OP, if you want some one-off data, send me a PM and I might be able to help, as long as it's not too much :).
     
    #22     Oct 3, 2010