Table of Contents

Options quoting

Designer Quoting 00

The cube is used to quote options according to the specified parameters.

Incoming sockets

Incoming sockets

  • Model – the calculation model (for example, Black-Scholes).
  • Volume - the volume of quoting.

Outgoing sockets

Outgoing sockets

  • Order - the registered order that can be used to obtain trades on it by using the Trades element by the order and displaying it on the chart using the Chart panel cube.

Parameters

Parameters

  • Quoting - the parameter by which quoting will be performed. It can take the values Volatility (the quoting volume will follow the specified volatility limits) or Theoretical price (the quoting volume will follow the specified limits of the theoretical price).
  • Direction - the direction of quoting can take the values of Purchase and Sell.
  • Minimum – the minimum value of volatility or theoretical price.
  • Maximum - the maximum value of volatility or theoretical price.

Derivatives