Vanna Volga model for fx option pricing


#1

Hi,

I am just wondering of legal aspects of implementing Vanna Volga for fx option pricing (SuperD patent).
The model is widely published. Could somebody shed some light on this?

Love your library - it’s well thought-through.
Thanks,
Margaret


#2

Thanks for the kind words. Unfortunately, we can’t offer legal advice here. Our paid support offerings do offer warranty/indemnity, which may be of interest.
Stephen


#3

Hi Stephen,

Could we get some details on paid support?

Thanks,
Margaret


#4

Please send an email to info@opengamma.com and I’ll respond.