|Creating Option Instruments in Script or Scenario
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|Author:||ivb73077 [ Tue Dec 27, 2011 8:36 pm ]|
|Post subject:||Creating Option Instruments in Script or Scenario|
I need to create a list of option instruments on a single underlying. I understand that OQ cannot dynamically create instruments, so I would need to create the instrument list before running my strategy.
I am clear on the code I would need to write for this to work, but am a bit unclear on where to place this code. Specifically, I can create the list of instruments via a script. Can I also create the list via a scenario that is linked to my strategy? If so, would the scenario then be able to directly launch into the strategy code itself (i.e. the scenario runs and creates the list of instruments. Would it then be able to automatically go right into running the strategy code)?
I have seen FAQs such as:
that address creating instruments lists in scripts and scenarios and am trying to understand the reasons for favoring one method over another within SQ.
What is the difference between placing the code in a script versus in a scenario?
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