TradableInstrument

A tradable instrument is a combination of an instrument and a risk model

type TradableInstrument {
  instrument: Instrument!
  riskModel: RiskModel!
  marginCalculator: MarginCalculator
}

Fields

TradableInstrument.instrument ● Instrument! non-null object

An instance of, or reference to, a fully specified instrument.

TradableInstrument.riskModel ● RiskModel! non-null union

A reference to a risk model that is valid for the instrument

TradableInstrument.marginCalculator ● MarginCalculator object

Margin calculation info, currently only the scaling factors (search, initial, release) for this tradable instrument

Member of

Market object