Parameter | Reference | Type | Length | Default | Optional | Text |
---|---|---|---|---|---|---|
BARRIER_1 | VTVFGOP01-OSKURS | P | 7 | X | ||
BARRIER_2 | VTVFGOP01-OSKURS | P | 7 | X | ||
DATE | VTVFGKO-DELFZ | D | 8 | Due Date | ||
DAYS | VTVFGCF-ABASTAGE | N | 6 | Term in Days | ||
DELTA | ANY | A | 0 | X | ||
DOM_RATE | ANY | A | 0 | Interest in Currency 2 | ||
FOR_RATE | ANY | A | 0 | Interest in Currency 1 | ||
LEVEL | SPROT-LEVEL | N | 1 | '1' | X | |
LINES | I | I | 4 | 0 | X | |
OSBSPOT | VTVFGOP-OSBPRICE | P | 9 | X | Spot Rate for Stocks | |
OSBSTRIKE | VTVFGOP-OSBPRICE | P | 9 | X | Strike Rate for Stocks | |
PRESENT_VALUE | F | F | 8 | X | ||
SPOT | ANY | A | 0 | Spot Rate | ||
STRIKE | ANY | A | 0 | Strike Rate | ||
VOLA | ANY | A | 0 | X | Volatility | |
WHRG | VTVFGOP-OFWAERS | C | 5 | X | Currency (Not Output, for Format Only) |