desktop:model_tab

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desktop:model_tab [2023/12/22 19:48] – created robdesktop:model_tab [2025/03/19 11:51] (current) – rob
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 ====== Model Tab ====== ====== Model Tab ======
  
 +{{:desktop:mm-modeltab.png|}}
  
-Click to enable email notifications for this page +====== Live Price Type ====== 
-Image +The live future's price that will be fed into the model to determine the theoretical values. This setting is shared by all option contracts of the same underlying contract. 
-Live Price Type: The live future's price that will be fed into the model to determine the theoretical values. This setting is shared by all option contracts of the same underlying contract. + 
-Details: +**Details:**   
-Choose from: +Choose from:   
-Mid = Midpoint of the bid and offer. +  * **Mid** = Midpoint of the bid and offer.   
-Bid +  * **Bid**   
-Offer +  * **Offer**   
-Settlement +  * **Settlement**   
-Last +  * **Last**   
-Last within Bid/Offer Market +  * **Last within Bid/Offer Market**   
-Model Type: The type of options model being used to calculate theoreticals. + 
-Details: +====== Model Type ====== 
-Choose from: +The type of options model being used to calculate theoreticals.   
-Binomial + 
-Black Scholes +**Details:**   
-Whaley +Choose from:   
-Comments: +  * **Binomial**   
-Binomial: Configure Steps and choose between American or European +  * **Black Scholes**   
-Adjust DTE: Adjusts DTE for the selected series. Add or subtract time manually for all months for this series. +  * **Whaley**   
-Details: + 
-Adjust the number of DTE in order to increase or decrease the DTE. +**Comments:**   
-Positive = increases DTE. +  * **Binomial**: Configure Steps and choose between American or European.   
-Negative = reduces DTE. + 
-DTE Display: If there is an adjustment to the DTE it will be followed by the amount of the adjustment in parenthesis. +====== Adjust DTE ====== 
-Option Sheets: The back color of the DTE turns green +Adjusts DTE for the selected series. Add or subtract time manually for all months for this series.   
-Comments: + 
-There is a global adjust DTE in the main window: This will change all adjust DTE simultaneously. +**Details:**   
-A possible use is to take the weekend out earlier. +Adjust the number of DTE in order to increase or decrease the DTE.   
-Also Known As: +  * **Positive** = Increases DTE.   
-DTE = Days to expiration. +  * **Negative** = Reduces DTE.   
-DTE = Days to expiry. + 
-Increases DTE = Adding time. +====== DTE Display ====== 
-Reduces DTE =Subtracting time. +If there is an adjustment to the DTE, it will be followed by the amount of the adjustment in parenthesis.   
-Expiry Date Type: + 
-Details: +====== Option Sheets ====== 
-Last Trade Date = DTE are 0 on the last day of trading. +The background color of the DTE turns **green**.   
-Settlement Date = DTE are 1 on the last day of trading. + 
-AKA for DTE: +**Comments:**   
-Days to expiration +  * There is a global adjust DTE in the main window: This will change all adjust DTE simultaneously.   
-Days to expiry +  * A possible use is to take the weekend out earlier.   
-DTE Calculation Type: Select how the DTE are to be calculated. + 
-Details: +**Also Known As:**   
-Calendar = Count every day from today until expiration, which includes weekends. This is also known as a 7 day week. +  * **DTE** = Days to expiration.   
-Week Days Only = Count every weekday between now and expiration, which excludes Saturday and Sunday.This is also known as a 5 day week. +  * **DTE** = Days to expiry.   
-AKA for DTE: +  * **Increases DTE** = Adding time.   
-Days to expiration +  * **Reduces DTE** = Subtracting time.   
-Days to expiry + 
-DTE Rate: Select the rate time is to be taken out. +====== Expiry Date Type ====== 
-AKA for DTE: +**Details:**   
-Days to expiration +  * **Last Trade Date** = DTE is **0** on the last day of trading.   
-Days to expiry +  * **Settlement Date** = DTE is **1** on the last day of trading.   
-Interest Rate: Risk free interest rate. + 
-Interest Rate Type: Risk free interest rate type. +**AKA for DTE:**   
-Details: +  * Days to expiration   
-Continuous +  * Days to expiry   
-Annual + 
-Semi-Annual +====== DTE Calculation Type ====== 
-Quarterly +Select how the DTE are to be calculated.   
-Monthly + 
-Cost of Carry: The cost of interest plus any additional costs. Always compounded. +**Details:**   
-Cost of Carry Rate Type The type of cost of carry rate that should be applied. +  * **Calendar** = Count every day from today until expiration, which includes weekends. This is also known as a **7-day week**.   
-Hedge Method (Delta): Select the method to be used for hedging. Generally if the float rate is not zero use iterative delta.+  * **Week Days Only** = Count every weekday between now and expiration, which excludes Saturday and Sunday. This is also known as a **5-day week**.   
 + 
 +**AKA for DTE:**   
 +  * Days to expiration   
 +  * Days to expiry   
 + 
 +====== DTE Rate ====== 
 +Select the rate at which time is to be taken out.   
 + 
 +**AKA for DTE:**   
 +  * Days to expiration   
 +  * Days to expiry   
 + 
 +====== Interest Rate ====== 
 +Risk-free interest rate.   
 + 
 +====== Interest Rate Type ====== 
 +Risk-free interest rate type.   
 + 
 +**Details:**   
 +  * **Continuous**   
 +  * **Annual**   
 +  * **Semi-Annual**   
 +  * **Quarterly**   
 +  * **Monthly**   
 + 
 +====== Cost of Carry ====== 
 +The cost of interest plus any additional costs. Always compounded.   
 + 
 +====== Cost of Carry Rate Type ====== 
 +The type of cost of carry rate that should be applied.   
 + 
 +====== Hedge Method (Delta) ====== 
 +Select the method to be used for hedging. Generally, if the float rate is not zero, use **iterative delta**.  
  
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  • Last modified: 2023/12/22 19:48
  • by rob