Functions on trading positions

Trading position.contractFactor→number

Result: The ContractFactor function provides the factor by which a position or option price must be multiplied in order to determine a contract price. These are the contract size for equity options and the point value for index options.

Trading position.ElementDescription→String

Result: The ElementDescription function provides a shorthand description of the options involved in the trading position.

Trading position.ElementList→List(Collection(Option;Count:Number))

Result: The ElementList function returns the list of all position elements. "Count" indicates the weighting of the position element, positive numbers mean long positions, negative numbers mean short positions.

Trading position.OSTValuation[Date;Base price;Vola;Interest;Including fees;Fee schedule;Investment]→Option strategyValuation

Date (date): The valuation date.

Basic course (number).

Vola (number).

Interest (number).

Inclusive expenses (Boolean).

Expense rules (string): Name of the underlying expense regulations.

Investment (number).

Result: The OST evaluation function returns the evaluation object for the item and the parameters.

TradingPosition.OSTGeneratePositions[Options;StrategyType;BasePrice;NotShortInTheMoney]→List(TradingPosition)

Options (List[Options]).

Strategy type (option strategy type).

Basic course (number).

NotShortInTheMoney (Boolean).

Result: The OSTGeneratePositions function generates a list of trading positions from all suitable combinations of options.

Trading position.OSTTerm→Date

Result: The OST runtime function returns the runtime of the position, i.e. the minimum runtime among the options involved.

TradingPosition.OSTSpecification[BuyDate;BasePrice;Vola;Interest;InclusiveCosts;ExpenseOrder;Investment;SellDate;SellBasePrice;VolaExpected;InterestExpected]→OptionsStrategy

PurchaseDate (date).

Basic course (number).

Vola (number).

Interest (number).

Inclusive expenses (Boolean).

Expense rules (string).

Investment (number).

Date of sale (date).

Basic sales course (number).

VolaExpected (number).

InterestExpected (number).

Result: The OSTSpecification function generates an option strategy object for the corresponding parameters.

Trading position.OSTType→OptionsStrategyType

Result: The OSTType function returns the strategy type of the position (e.g. price spread etc.).

Trading position.RatioDescription→String

Result: The RatioDescription function provides a description of the weightings under the item elements.