Just popping in
Equity Index Option - Future Cross
I am using Equity Option with index underlyer for capturing a Equity Index Option trade.
My understanding deal/trade executed first at OTC level and the same executed in the Exchange as Off Auction Market for clearing & reporting purpose.
I have one query, how future Index option (for hedging purpose) is included as part of the existing Index option trade?
EquityFoward product contains element called forwardPrice, I think I have to use that element group to populate my equity index feature details. Please correct if I am wrong.