CommodityFutureOption

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CommodityFutureOption

	CommodityFutureOption Pricing
	CommodityFutureOption Static Replication
	CommodityFutureOption Hedge

CommodityFutureOption Product Fields

Mandatory Fields


Expiration	Date	The date when the forward or financial future expires.
No. Contracts	Amount	The number of Contracts traded.
Size	Amount	The Size of each Contract.
Call	Radio Button	The Option type. Call for a right to purchase (Default) , put for a right to sell.
European	Radio Button	An American Option can be exercised at any date between inception and maturity, whereas the European Option can only be exercised at maturity. For interest rate related derivatives a begin and end exercise date might be necessary.
Volatility	Volatility	The implied volatility used to override the historical volatility computed from market data. If available, the Volatility Surface (and Forward Rate Volatility and Correlations for FI products) Override this Field.
Expiration	Date	The date when the option expires.
Strike	Price	The exercise price of the option
Discount Curve	Yield Curve	The interest rate curve used to discount flows.
Commodity	Commodity	The commodity that identifies the maturity and nature of the commodity traded.

Optional Fields


Tag	TAGS	The Tag(s) associated with the position(s). Tags are URL like name value pairs separated by / in order to slice and dice analytics. Every Tag has a Dimension.
Portfolio	PORTFOLIOS	The Portfolio to which belongs the position.
Purchased	RADIO	Write Sell flag. Equivalent to Buy Sell Flag, but used mainly for options. Options are Written when sold. By default options are considered purchased.
Protection Buyer	PROTECTIONBUYSELL	Protection Buyer receives Payment upon Default. Protection Seller Pays upon Default.
Counterparty- Account	CPTYACCNO	The Combined name of the Counterparty in the trade & the Account Number against which the trade is assigned. Accounts have Collateral, Ratings, Netting Agreements and Recovery Rates.
Fx-Hedge	PERCENT	Defines the foreign Exchange Percentage that is hedged out. 0%= no hedge. 100% Fully Hedged.
Open Date	DATE	The Business Date when the position is taken into account in the Analysis.
Close Date	DATE	The Date when the position will ceases to be taken into account in the Analysis.
Underlying	PRICE	The price of the option underyling asset.
Dividend	RATE	The Average Dividend Yield paid in percent by the asset.

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