Options Configuration

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The Options module must first be configured by an Agiboo consultant before beginning to enter option information. This includes the following Master data modules:

 

Currencies, Commodities, Exchanges, Futures instruments and Option instruments

 

Additionally, a consultant will configure:

• How much historical data is used to calculate volatility.
•2 parameters for the Black model calculation:
1.The risk free interest rate (a percentage).
2.The number of days per year. This is used to convert Agiblock's day volatility into year volatility, which is required for the Black formula. Typically this is done as YearVolatility = DayVolatility * SQRT (DaysPerYear). The ability to configure the number of days per year allows a business to either use  the 250 trading days in a year or the 365 calendar days in a year.

 

Option Module Permissions

There are two permissions associated with this module: View and Edit.  Administrators or Agiboo consultants will need to assign these Options permissions to users in the Roles module.