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General FpML Discussion Proposals & Extensions Future Hedge Cross on Equity Index Option Trade

This topic contains 2 replies, has 2 voices, and was last updated by  mgratacos 4 years, 1 month ago.

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  • #1963

    venkatesan11
    Participant

    Hi All, 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? Thanks in advance.

    #1965

    venkatesan11
    Participant

    Hi, 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. [quote] venkatesan11 wrote: Hi All, 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? Thanks in advance.[/quote]

    #12728

    mgratacos
    Moderator

    I created an issue on the FpML issues tracking system: http://www.fpml.org/ticket/1253/

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