Option Calculator:
able to allow user to calculate option price and greeks based on the chosen option pricing calculator able to save price and greeks into private market data price, which will be used in portfolio P/L calculation
Step1: Get open positions or add row
Add Open Contract UI:
1、must input products and settlement date first, or it will return error.
2、after click open contract button, all the open contracts will appear. (Get columns data with pair number 1)
Products:
1、dropdown list from XXX
2、single select
Settlement Date:
1、default today
Add Add Row UI Step2: Input necessary data for calculation and set auto spot price
Risk free rate:
1、RFR%
2、users only need to input at the first time
3、Chinese: 无风险利率
map: r Cost of carry commodities:
1、COC
2、users only need to input at the first time
3、Chinese: 商品持有成本
map: b SIGMA（%） Auto spot price check box:
1、AUTO SP
Chinese：自动设置现货价格
2、default unchecked
3、once user click the checkbox, the spot price column will be filled with average price from XXX Step3：Calculate option settlement price and greeks
Add Calculate UI:
After user click the calculate button, system will get option settlement price and greeks from BE(see columns with pair number 2 in table details) |