File: cqg_api/quant/quant.proto
A report with volatility curve in functional form for single expirations.
•report_type_id = 252
Type: string
Description: Instrument group of options in this expiration.
Type: google.protobuf.Timestamp
Description: Options expiration timestamp.
Type: RiskScenario
Description: Transform market volatility curve with specified scenario.
Type: VolCurveFunctionalForm
Description: Functional form from the original request.
Type: OptionVars
Description: Variables used in option computations.
Type: VolCurveParams
Description: Volatility curve in functional form.
Type: google.protobuf.Timestamp
Description: Time of report generation.
Type: google.protobuf.Timestamp
Description: The report is considered valid till this time.