Objects and functions for option strategies
There are three specialized MM-Talk objects for the function group of option strategies, which can be used to display and expand the optimization table. These are:
- Trading position:
The trading position represents a set of options with their weights and trading directions (long, short). - Options strategy:
An options strategy consists of a trading position and all the parameters that can be set on the strategy chart. Option strategies are the objects that are generated by the strategy diagram during optimization. - Option strategy valuation:
The valuation object for trading positions provides key figures that relate to a point in time and market parameter set.