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	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