3585-option-pricing
| # | Message Name | Description |
|---|---|---|
| 3590 | GlobalDividends | GlobalDividend 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 |
| 3595 | GlobalRates | |
| 3620 | StockEarningsCalendar | StockEarningsCalendar records contain a historical (prior 12) earnings dates and future (next 12) projected dates. |
| 3630 | UserDividendOverride | Records in this table overrides GlobalDividends values in theo option pricing calculations. Note: Missing/empty DateAmt strings are interpreted as non-dividend paying |
| 3635 | UserRateOverride | Records 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) |
| 3640 | UserSDivOverride | Records in this table override SpiderRock global implied sdiv values in option pricing calculations. |