QS.INSTRUMENT.FX.OPTION

Creates a native FxEuropeanOption contract; use QS.TRADE.CREATE for a position

Category: QuantSupport - Instruments.

QS.INSTRUMENT.FX.OPTION(name: text, context: text, expiry_date: text, base_currency: text, quote_currency: text, strike: number, option_type: text, day_counter: text, expiry_tenor: text or blank) → text handle
Parameters:

  • name (text) – Workbook-unique object name; unchanged recalculation reuses its current handle

  • context (text) – Required prepared context handle used to build concrete dates and initial contractual terms; construction waits for committed market inputs

  • expiry_date (text) – ISO date text in YYYY-MM-DD format

  • base_currency (text) – Three-letter ISO currency code, for example USD or EUR

  • quote_currency (text) – Three-letter ISO currency code, for example USD or EUR

  • strike (number) – Absolute FX strike in quote-currency units per base-currency unit

  • option_type (text) – Option type: Call or Put

  • day_counter (text) – Required day-count convention, for example Actual360, Actual365, or Thirty360; no blank-input default

  • expiry_tenor (text or blank) – Optional expiry offset from evaluation, e.g. 1Y; leave expiry_date blank; built from the explicit construction context

Returns:

Concrete instrument handle built using the supplied construction context. #N/A means construction is pending; no unresolved product handle is published. Pass it to QS.EVALUATE, or use QS.TRADE.CREATE for side, execution date/tenor, quantity or bond anchor.

Return Type:

text handle

Errors:

#VALUE! for invalid contract terms, missing dependencies, native builder errors or registry failures.

Formula

=QS.INSTRUMENT.FX.OPTION(name, context, expiry_date, base_currency, quote_currency, strike, option_type, day_counter, expiry_tenor)

Calculation

Runs on Excel’s main calculation thread.

Native Declaration

fn qs_instrument_fx_option (name : & str , context : & str , expiry_date : & str , base_currency : & str , quote_currency : & str , strike : f64 , option_type : & str , day_counter : & str , expiry_tenor : Option < String > ,) -> Result < String , XllError >

Rust source