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
103	okeyNumber	int
106	basketNumber	long
109	exType	enum : ExerciseType		exercise type of the option (American or European) (default: from root definition)
112	exTime	enum : ExerciseTime		exercise time (AM or PM) (default: from root definition)
115	holidayCalendar	enum : CalendarCode		holiday calendar code (NYSE, etc)
118	timeMetric	enum : TimeMetric		time metric (D252, D365, etc.) (default: from root definition)
121	prcFramework	enum : PricingFramework		Spot (Equity), Forward (Cash), Future, Physical
124	modelType	enum : CalcModelType		LogNormal, Normal, etc. (default: from root definition)
127	incGreeks	enum : YesNo		default (No)
130	vol	double		volatility (default: SR surface volatility)
133	uPrc	double		underlying price (default: SR live uPrc)
136	iDays	int		interest days to expiration (default: SR interest days)
139	years	double		years-to-expiration (default: SR volatility time value)
142	sdiv	double		continuous stock dividend used for pricing
145	rate	double		discount rate used for pricing
148	ddiv	double
151	ddivPV	double
154	price	double		price (premium)
157	effStrike	double		effective strike used to for pricing calc
160	delta	float		delta
163	gamma	float		gamma
166	theta	float		theta
169	vega	float		vega
172	volga	float		volga
175	vanna	float		vanna
178	rho	float		rho
181	phi	float		phi
184	deDecay	float		delta decay
187	error	text2
190	pricerModel	string(8)
193	timestamp	DateTime