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接口分类 |
接口名称 |
接口定义 |
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成交持仓 |
成交量之和 |
OPPZ_Vol_Sum(OPType,MaturityDate,ValueState, ValueState Method) |
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成交量PCR |
OPPZ_Vol_PCR(MaturityDate,ValueState,Method) |
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持仓量之和 |
OPPZ_OpenInterest_Sum(OPType,MaturityDate,ValueState,Method) |
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持仓量PCR |
OPPZ_OpenInterest_PCR(MaturityDate,ValueState,Method) |
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成交金额之和 |
OPPZ_Amount_Sum(OPType,MaturityDate,ValueState,Method) |
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成交金额PCR |
OPPZ_Amount_PCR(MaturityDate,ValueState,Method) |
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累计成交量之和 |
OPPZ_SectionVol_Sum(OptionArr,OPType) |
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累计成交量PCR |
OPPZ_SectionVol_PCR(OptionArr) |
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累计成交金额之和 |
OPPZ_SectionAmount_Sum(OptionArr,OPType) |
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累计成交金额PCR |
OPPZ_SectionAmount_PCR(OptionArr) |
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隐含波动率 |
隐含波动率 |
OPPZ_IV(OPType,MaturityDate,ValueState,ValueStateMethod,IVMethod) |
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Skew |
Skew |
OPPZ_Skew(OPType,MaturityDate,ValueState,ValueStateMethod,InterpMethod) |
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隐波差 |
隐波差 |
OPPZ_PCIVD (MaturityDate, ValueState,ValueStateMethod,IVMethod) |
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方差风险溢价 |
标的资产已实现波动率(%) |
OPPZ_Underlying_RV(RSP_Cycle,N) |
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方差风险溢价1 |
OPPZ_VRP1(RSP_Cycle,N) |
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方差风险溢价2 |
OPPZ_VRP2(OPType,MaturityDate,ValueState,ValueStateMethod,IVMethod,RSP_Cycle,N) |
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中间函数 |
品种期权筛选 |
OPPZ_Options_Screening(OPType,OPMaturityDate,OPValueState,ValueStateMethod) |