Overview

Summary

An Option allows to form the financial instrument from instrument code and parameters.

Example of usage:

import { IPA } from '@refinitiv-data/data';

const session = /* session creation is omitted */

(async () => {
    try {
        await session.open();

        const optionDefinition = IPA.FinancialContracts.Option.Definition({
            underlyingType: IPA.FinancialContracts.Option.UnderlyingType.Fx,
            strike: 265,
            underlyingDefinition: {
                fxCrossCode: 'AUDUSD',
            },
            notionalCcy: 'AUD',
            tenor: '5M',
            pricingParameters: {
                priceSide: IPA.FinancialContracts.Option.PriceSide.Mid,
                valuationDate: '2018-08-06',
                pricingModelType: IPA.FinancialContracts.Option.PricingModelType.BlackScholes,
                fxSpotObject: { bid: 0.7387, ask: 0.7387, mid: 0.7387 },
            },
            outputs: [IPA.FinancialContracts.Option.Output.Data, IPA.FinancialContracts.Option.Output.Headers],
        });
        const optionResult = await optionDefinition.getData(session);
        console.log('Result data: ', optionResult.data);

    } catch (err) {
        console.log(err);
    } finally {
        session.close();
    }
})();