Message: FunctionalVolRequest

File: cqg_api/quant/quant.proto

Description

Request subscription to option volatility in functional form.

Response: FunctionalVolReport

Supported kinds: KIND_SUBSCRIBE, KIND_DROP

Options

      request_type_id = 252

      request_protocol_version = 1

Fields

instrument_group_name

Type: string

Description: Select target options.

risk_scenario

Type: RiskScenario

Description: Optional risk scenario used to transform current market volatility curve.

vol_curve_functional_form

Type: VolCurveFunctionalForm

Description: TODO PTRISK-21: clarify if it should be present in API