Message: ExpirationGreeks

File: cqg_api/ptrisk/ptrisk.proto

Description

Greeks for specific expiration and option product.

Used in

UnderlyingGroupGreeks

Fields

instrument_group_name

Type: string

Description: Instrument group of options in this expiration.

expiration

Type: google.protobuf.Timestamp

Description: Options expiration timestamp.

option_vars

Type: quant.OptionVars

Description: Variables used in option computations.

greeks

Type: quant.Greeks

Description: Individual contract greeks, present only in portfolio report.

aggregate_expiration_greeks

Type: quant.Greeks

Description: Aggregated greeks for the expiration.