5030-srse-calculators
| # | Message Name | Description |
|---|---|---|
| 5055 | OptionTheoVol | OptionTheoVol records contain client supplied theoretical volatility surface information resolved at the level if individual strikes. Strike volatilities, prices, greeks and SpiderRock surface volatilites and prices are all available. Values are computed on the fly using fast/accurate calculation methods as records are returned. |
| 5060 | SpanRiskCalculator | This table allows custom span risk calculations based on either user or SR supplied input values. |
| 5065 | VolTimeCalculator | This table allows custom span risk calculations based on either user or SR supplied input values. |