| Parameter | Reference | Type | Length | Default | Optional | Text |
|---|---|---|---|---|---|---|
| I_CURRENCY | TV_NOMWAE | C | 5 | X | Currency of Nominal Amount | |
| I_DELTA | F | F | 8 | X | ||
| I_GAMMA | F | F | 8 | X | ||
| I_MATURITY | ANY | A | 0 | X | Option Expiration | |
| I_NPV_OP | F | F | 8 | X | Option Price | |
| I_THETA | F | F | 8 | X | ||
| I_VEGA | F | F | 8 | X | ||
| LEVEL | SPROT-LEVEL | N | 1 | '1' | X | Log Level |