Calculation of gamma in the pricing currency for FX options

Discussion in 'Options' started by atomoxod, Oct 10, 2013.

  1. atomoxod

    atomoxod

    Hello dear forum members!

    I need help calculating the Greek Gamma for FX options. It is necessary to calculate a pricing currency. If at all possible. Bloomberg shows only dealing currency. So plagued by doubts, and if it's possible at all.

    If someone has a formula, please share.