Tag | Field Name | Data Type | Description | Used in |
---|---|---|---|---|
1017 | LegOptionRatio AbbrName: LegOptionRatio |
float | Expresses the risk of an option leg Value must be between -1 and 1. A Call Option will require a ratio value between 0 and 1 A Put Option will require a ratio value between -1 and 0 |
InstrumentLeg |