Queries on usage of STG_OPTION_CONTRACTS.V_OPTION_TYPE
(Doc ID 2689158.1)
Last updated on JULY 15, 2020
Applies to:Oracle Financial Services - Regulatory Reporting for US Federal Reserve - Lombard Risk Integration Pack - Version 8.0.8 and later
Information in this document applies to any platform.
Definition of this column in FSDF DL spec (808, 809)
"This column stores the option type of the embedded option. List of valid values are Call and Put. A bought call option is a right to buy an instrument at a specific price on or before the expiry date. (Long Call American). A bought put option is a right to sell an instrument at a specific price on or before the expiry date. (Long Put American). A sold call option is an
obligation to sell an instrument at a specific price on or before the expiry date. (Short Call American). A sold put option is an obligation to buy an instrument at a specific price on or before the expiry date. (Short Put American)"
1. Need confirmation that this column pertains to all options – not for just embedded option as per the current attribute description.
2. The attribute definition specifically refers to buy or sell of American Call/ American Put. Need clarification whether this field also pertains to European or Exotic Options, or whether there is a separate field.
3. SVF(Data element sheet) file shows this column available for HC-D/ RC-D and HC-L/RC-L but lineage is not showing the same
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