Schema: OptionItemCalc (ID: 3487)

METADATA

Attribute	Value
Topic	3480-mlink-custom
MLink Token	RiskCalc

Note: The symbol = next to a field number indicates that it is a primary key.

BODY

#	Field	Type	Default Value	Comment
100	okey	OptionKey		okey.root can be a listed/flex root symbol or an underlying symbol
131	okeyNumber	int
101	basketNumber	long
102	exType	enum : ExerciseType		exercise type of the option (American or European) (default: from root definition)
103	exTime	enum : ExerciseTime		exercise time (AM or PM) (default: from root definition)
132	holidayCalendar	enum : CalendarCode		holiday calendar code (NYSE, etc)
104	timeMetric	enum : TimeMetric		time metric (D252, D365, etc.) (default: from root definition)
105	priceType	enum : CalcPriceType		Equity (spot price) or Future (fwd price) conventions (default: from root definition)
106	modelType	enum : CalcModelType		LogNormal, Normal, etc. (default: from root definition)
107	incGreeks	enum : YesNo		default (No)
108	vol	double		volatility (default: SR surface volatility)
109	uPrc	double		underlying price (default: SR live uPrc)
110	iDays	int		interest days to expiration (default: SR interest days)
111	years	double		years-to-expiration (default: SR volatility time value)
112	sdiv	double		continuous stock dividend used for pricing
113	rate	double		discount rate used for pricing
114	ddiv	double
115	ddivPV	double
116	price	double		price (premium)
117	effStrike	double		effective strike used to for pricing calc
118	delta	float		delta
119	gamma	float		gamma
120	theta	float		theta
121	vega	float		vega
122	volga	float		volga
123	vanna	float		vanna
124	deDecay	float		delta decay
125	rho	float		rho
126	phi	float		phi
130	error	text2
128	pricerModel	string(8)
129	timestamp	DateTime