[This message was posted by Natan Kugel of BGC Partners <[email protected]> to the "Foreign Exchange" discussion forum at http://fixprotocol.org/discuss/1. You can reply to it on-line at http://fixprotocol.org/discuss/read/55be8c10 - PLEASE DO NOT REPLY BY MAIL.]
Has anybody run accross the need to specify forward delta as opposed to spot delta? We only have PriceDelta [811], should we introduce delta type? We may think of a block for greeks with value and value type pairs. [You can unsubscribe from this discussion group by sending a message to mailto:[email protected]] -- You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/fix-protocol?hl=en.
