Skip to main content
Version: 8.4.08.4

3585-option-pricing

#Message NameDescription
3590GlobalDividendsGlobalDividend records contain projected future discrete dividend payment dates and amounts for dividend paying equities. These records are the dividend values that are incorporated into option pricing calculations.

Note: Missing/empty DateAmt strings are interpreted as non-dividend paying
3595GlobalRates
3620StockEarningsCalendarStockEarningsCalendar records contain a historical (prior 12) earnings dates and future (next 12) projected dates.
3630UserDividendOverrideRecords in this table overrides GlobalDividends values in theo option pricing calculations.

Note: Missing/empty DateAmt strings are interpreted as non-dividend paying
3635UserRateOverrideRecords in this table override SpiderRock global discount rate values in option pricing calculations.

Note: Expiry dates that fall between years values below will be interpolated using a cubic spline on (days * rate)
3640UserSDivOverrideRecords in this table override SpiderRock global implied sdiv values in option pricing calculations.