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Option Quote Codes

Your subscription to Aspen Systems basic options package enables you to use quote codes designed for options analysis. (Before you read about option quote codes, you should be familiar with quote codes and how to layout a quote window. For more information on quote codes and laying out quote windows, please consult the Quotes chapter in your Aspen Systems User Guide.) These codes not only enable you to display a variety of values derived from the options pricing model, some also enable you to pass hypothetical arguments to the pricing model. You can also use these codes in alarms and formulas. You can classify Aspen Systems option codes into seven categories:

1. Theoretical Pricing Codes

2. Volatility Codes

3. Pricing Codes

4. Expiration Codes

5. Interest Rate Codes

6. Buy/Sell Accounting Codes

7. Instrument Information Codes

The sections listed above provide information on the codes in these categories. The information in these sections are listed in tables. These tables contain five fields. Use the following key to interpret the tables:

Field 1 The code

Field 2 The codes definition

Field 3 Whether the code produces an adjustable value

Field 4 The method by which you adjust the value:

1. Edit Box

2. Menu

Field 5 The level at which the parameter is applied to the option pricing model:

P Parameters menus

U Underlying instrument

O Individual option