Autoquote - A computer system which continuously calculates theoretical option prices using models developed jointly by LIFFE and market participants. LIFFE disseminates Autoquote prices for most financial, equity and index option series.
Autoquote indicative prices are generated for many of the financial options contracts traded at LIFFE using standard mathematical models as derived by Black and Scholes and Cox-Ross-Rubenstein. Autoquote calculates prices for all series by processing variables captured in real-time from other systems and trading members each time the underlying price changes. Autoquotes indicate where a series may trade given the current level of the underlying instrument.
Autoquote : a computer system which continuously calculates theoretical option prices using models developed jointly by liffe and market participants. liffe disseminates autoquote prices for most financial, equity and index option series.
autoquote indicative prices are generated for many of the financial options contracts traded at liffe using standard mathematical models as derived by black and scholes and cox-ross-rubenstein. autoquote calculates prices for all series by processing variables captured in real-time from other systems and trading members each time the underlying price changes. autoquotes indicate where a series may trade given the current level of the underlying instrument.
Autoquote