Notice the large number of regular derivatives:

1. Pricing per bid / ask;

2. Delta per bid / ask (first derivative per asset price);

3. Gamma per bid / ask (second derivative per asset price);

4. Theta per bid / ask (time derivative for option);

5. Vega per bid / ask (volatility derivative per asset price);

6. Rho per bid / ask (interest rate derivative per asset price);

7. Phi per bid / ask (strike derivative per asset price);

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Notice also the unusual derivatives: -

1. Volga per bid / ask (second volatility derivative);

2. Veta per bid / ask (mixed time / volatility derivative);

3. Vanna per bid / ask (mixed spot / volatility derivative);

4. Charm per bid / ask (mixed time / asset price derivative);

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Also: -

1. The USD, EUR, JPY and GBP nodes translate the positions into currency equivalence;

2. All columns and decimal places can be changed;

3. Positions of contract sizes can be calculated;

4. The actually dates are calculated;

5. For interest rates and volatility the data is in percentages whereas for strike and spot the data is in currency;

6. The Futures are specified privately and publicly;

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The left hand properties allow: -

1. Specific deal information;

2. A document showing the analytical expressions;

3. Saving this option in Excel or into the private database;

4. FX data in general or as specified;

5. Public and private Futures;

6. General or specific FX data;