Field LegOptionRatio Scenario base
SYNOPSIS:
Expresses the risk of an option leg
Value must be between -1 and 1.
A Call Option will require a ratio value between 0 and 1
A Put Option will require a ratio value between -1 and 0
| ID |
Abbr |
Datatype |
| 1017 | LegOptionRatio | float |
Pedigree
| Added |
EP |
Updated |
EP |
Deprecated |
EP |
| FIX.4.4 | 18 | | | | |