Group
SecurityRiskMetricGrp
| ID | 2274 |
| Pedigree | Added EP288 |
List of option securities on an underlying with related calculations (e.g. theoretical valuations, implied volatilities, and other hedge statistics).
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
2995 | Added EP288 | ||||
Instrument | Required when NoSecurityRiskMetrics(2995) > 0. | Added EP288 | |||
811 | Added EP288 | ||||
2996 | Added EP288 | ||||
2997 | Added EP288 | ||||
2998 | Added EP288 | ||||
2999 | Added EP288 | ||||
44 | May be used for the theoretical (e.g. option) price of the security. | Added EP288 | |||
132 | May be used to specify the security's top of book bid price, if available, used in the metric calculation. | Added EP288 | |||
133 | May be used to specify the security's top of book offer price, if available, used in the metric calculation. | Added EP288 | |||
3000 | Added EP288 | ||||
1188 | Added EP288 | ||||
3001 | Added EP288 | ||||
3002 | Added EP288 | ||||
3003 | Added EP288 | ||||
RelativeValueGrp | May be used for other types of valuation metrics or analytics. | Added EP288 |
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