Message: Greeks

File: cqg_api/quant/greeks.proto

Used in

ExpirationGreeks, GreeksReport, PortfolioRiskReport, ScenarioRiskReport, UnderlyingGroupGreeks

Fields

cqg_contract_symbol

Type: string

position

Type: double

strike

Type: double

value

Type: double

delta

Type: double

vega

Type: double

gamma

Type: double

vol

Type: double

adjvega

Type: double

opts

Type: double

adjtheta

Type: double

rollrho

Type: double

discrho

Type: double

voltheta

Type: double

slopevega

Type: double

curvvega

Type: double

puttailvega

Type: double

calltailvega

Type: double

deltableed

Type: double

vanna

Type: double

volga

Type: double

deltanovr

Type: double

gammanovr

Type: double

veganovr

Type: double

optsnovr

Type: double

paritydelta

Type: double

timevalue

Type: double

standard_strike

Type: double

dvol_dund

Type: double

d2vol_dund2

Type: double