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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.

Goal

STG_OPTION_CONTRACTS.V_OPTION_TYPE

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
 

Solution

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In this Document
Goal
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