static void Main(string[] _)
{
try
{
// Create the platform session.
using (ISession session = Configuration.Sessions.GetSession())
{
// Open the session
session.Open();
// Mixed Options
var binary = OptionFx.BinaryDefinition(OptionFx.BinaryType.OneTouchDeferred,
1.2001).SettlementType(OptionFx.SettlementType.Cash)
.PayoutAmount(1000000);
Common.DisplayTable(FinancialContracts.Definition().Universe(OptionEti.Definition("FCHI560000L1.p"),
OptionFx.Definition().FxCrossCode("EURUSD")
.Tenor("1M")
.BinaryDefinition(binary),
OptionEti.Definition("FCHI505000O1.p"))
.Fields("InstrumentDescription", "InstrumentCode", "FxCrossCode", "StrikePrice",
"DeltaPercent", "OptionPrice", "UnderlyingRIC")
.GetData(), "Mixed Options");
}
}
catch (Exception e)
{
Console.WriteLine($"\n**************\nFailed to execute: {e.Message}\n{e.InnerException}\n***************");
}
}
static void Main(string[] _)
{
try
{
// Create the platform session.
using ISession session = Configuration.Sessions.GetSession();
// Open the session
session.Open();
// Single ETI Option -default parameters
var response = OptionEti.Definition("AAPLM212222500.U").GetData();
Common.DisplayTable("Single ETI Option - Columns truncated", response, 10);
// Multiples ETI options - default parameters (Buy Call)
response = OptionEti.Definition("FCHI560000L1.p", "AAPLM212222500.U").Fields("InstrumentCode", "StrikePrice", "EndDate", "ExerciseType",
"OptionPrice", "UnderlyingRIC", "ErrorMessage")
.GetData();
Common.DisplayTable("Multiple ETI Options", response);
// OTC Eti Option
response = OptionEti.Definition().ExcerciseStyle(OptionEti.ExerciseStyle.Amer)
.Strike(255)
.EndDate(DateTime.Now.AddDays(30))
.BuySell(FinancialContracts.BuySell.Sell)
.CallPut(FinancialContracts.CallPut.Call)
.UnderlyingInstrument("AAPL.O")
.Fields("InstrumentCode", "ExerciseType", "ValuationDate", "EndDate", "StrikePrice", "OptionPrice",
"UnderlyingRIC", "UnderlyingPrice", "ExerciseStyle", "ErrorMessage")
.GetData();
Common.DisplayTable("OTC Option", response);
// FX Option (include some pricing and binary properties)
var pricing = OptionFx.PricingDefinition().CutoffTimeZone(OptionFx.CutoffTimeZone.GMT)
.FxSpotObject(OptionFx.BidAskMidDefinition().Mid(2.5))
.CutoffTime("1500PM")
.PricingModelType(OptionFx.PricingModelType.VannaVolga);
var binary = OptionFx.BinaryDefinition(OptionFx.BinaryType.OneTouchDeferred,
1.2001).PayoutAmount(1000000);
response = OptionFx.Definition().Fields("FxCrossCode", "EndDate", "ForeignCcy", "FxSwap", "ErrorMessage")
.FxCrossCode("EURUSD")
.SettlementType(OptionFx.SettlementType.Cash)
.Tenor("1M")
.BinaryDefinition(binary)
.PricingParams(pricing)
.GetData();
Common.DisplayTable("FX Option - Specify some pricing and binary properties", response);
}
catch (Exception e)
{
Console.WriteLine($"\n**************\nFailed to execute: {e.Message}\n{e.InnerException}\n***************");
}
}
