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mgronckimgroncki
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QPR-11988 add FxBarrier, FxEuropeanBarrier, FxDoubleBarrier and FxKiko to AMC example
1 parent ce98063 commit 8e62553

13 files changed

Lines changed: 651 additions & 126 deletions

‎Examples/AmericanMonteCarlo/ExpectedOutput/generic_barrier_option/exposure_trade_FX_BARRIER_OPTION_UPIN.csv‎

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#TradeId,Date,Time,EPE,ENE,AllocatedEPE,AllocatedENE,PFE,BaselEE,BaselEEE,TimeWeightedBaselEPE,TimeWeightedBaselEEPE
2+
FX_BARRIER_OPTION_UPIN,2022-01-31,0.000000,12762,0,0,0,12762,12762,12762,12761.82,12761.82
3+
FX_BARRIER_OPTION_UPIN,2022-02-01,0.002740,12762,0,0,0,18903,12764,12764,12763.68,12763.68
4+
FX_BARRIER_OPTION_UPIN,2022-02-02,0.005479,12763,0,0,0,21100,12766,12766,12764.75,12764.75
5+
FX_BARRIER_OPTION_UPIN,2022-02-03,0.008219,12762,0,0,0,23637,12767,12767,12765.57,12765.57
6+
FX_BARRIER_OPTION_UPIN,2022-02-04,0.010959,12764,0,0,0,25436,12770,12770,12766.75,12766.75
7+
FX_BARRIER_OPTION_UPIN,2022-02-07,0.019178,12766,0,0,0,30105,12778,12778,12771.41,12771.41
8+
FX_BARRIER_OPTION_UPIN,2022-02-08,0.021918,12765,0,0,0,30734,12778,12778,12772.26,12772.26
9+
FX_BARRIER_OPTION_UPIN,2022-02-09,0.024658,12766,0,0,0,32719,12780,12780,12773.17,12773.17
10+
FX_BARRIER_OPTION_UPIN,2022-02-10,0.027397,12772,0,0,0,33834,12788,12788,12774.68,12774.68
11+
FX_BARRIER_OPTION_UPIN,2022-02-11,0.030137,12771,0,0,0,35029,12788,12788,12775.93,12775.93
12+
FX_BARRIER_OPTION_UPIN,2022-02-14,0.038356,12776,0,0,0,38418,12799,12799,12780.86,12780.86
13+
FX_BARRIER_OPTION_UPIN,2022-02-15,0.041096,12774,0,0,0,39479,12798,12799,12782.03,12782.07
14+
FX_BARRIER_OPTION_UPIN,2022-02-16,0.043836,12774,0,0,0,40330,12800,12800,12783.16,12783.19
15+
FX_BARRIER_OPTION_UPIN,2022-02-17,0.046575,12777,0,0,0,40940,12805,12805,12784.43,12784.46
16+
FX_BARRIER_OPTION_UPIN,2022-02-18,0.049315,12778,0,0,0,41793,12807,12807,12785.71,12785.74
17+
FX_BARRIER_OPTION_UPIN,2022-02-22,0.060274,12802,0,0,0,45302,12838,12838,12795.15,12795.17
18+
FX_BARRIER_OPTION_UPIN,2022-02-23,0.063014,12816,0,0,0,45734,12854,12854,12797.69,12797.72
19+
FX_BARRIER_OPTION_UPIN,2022-02-24,0.065753,12828,0,0,0,46112,12867,12867,12800.59,12800.62
20+
FX_BARRIER_OPTION_UPIN,2022-02-25,0.068493,12856,0,0,0,47103,12897,12897,12804.46,12804.48
21+
FX_BARRIER_OPTION_UPIN,2022-02-28,0.076712,12913,0,0,0,49275,12959,12959,12820.99,12821.01
22+
FX_BARRIER_OPTION_UPIN,2022-03-01,0.079452,0,0,0,0,0,0,12959,12378.88,12825.76
23+
FX_BARRIER_OPTION_UPIN,2022-03-02,0.082192,0,0,0,0,0,0,12959,11966.26,12830.19
24+
FX_BARRIER_OPTION_UPIN,2022-03-03,0.084932,0,0,0,0,0,0,12959,11580.25,12834.34
25+
FX_BARRIER_OPTION_UPIN,2022-03-04,0.087671,0,0,0,0,0,0,12959,11218.36,12838.22
26+
FX_BARRIER_OPTION_UPIN,2022-03-07,0.095890,0,0,0,0,0,0,12959,10256.79,12848.55
27+
FX_BARRIER_OPTION_UPIN,2022-03-08,0.098630,0,0,0,0,0,0,12959,9971.88,12851.61
28+
FX_BARRIER_OPTION_UPIN,2022-03-09,0.101370,0,0,0,0,0,0,12959,9702.37,12854.51
29+
FX_BARRIER_OPTION_UPIN,2022-03-10,0.104110,0,0,0,0,0,0,12959,9447.04,12857.25
30+
FX_BARRIER_OPTION_UPIN,2022-03-11,0.106849,0,0,0,0,0,0,12959,9204.81,12859.85
31+
FX_BARRIER_OPTION_UPIN,2022-03-14,0.115068,0,0,0,0,0,0,12959,8547.33,12866.92
32+
FX_BARRIER_OPTION_UPIN,2022-03-15,0.117808,0,0,0,0,0,0,12959,8348.55,12869.05
33+
FX_BARRIER_OPTION_UPIN,2022-03-16,0.120548,0,0,0,0,0,0,12959,8158.81,12871.09
34+
FX_BARRIER_OPTION_UPIN,2022-03-17,0.123288,0,0,0,0,0,0,12959,7977.50,12873.04
35+
FX_BARRIER_OPTION_UPIN,2022-03-18,0.126027,0,0,0,0,0,0,12959,7804.08,12874.90
36+
FX_BARRIER_OPTION_UPIN,2022-03-21,0.134247,0,0,0,0,0,0,12959,7326.28,12880.03
37+
FX_BARRIER_OPTION_UPIN,2022-03-22,0.136986,0,0,0,0,0,0,12959,7179.75,12881.61
38+
FX_BARRIER_OPTION_UPIN,2022-03-23,0.139726,0,0,0,0,0,0,12959,7038.97,12883.12
39+
FX_BARRIER_OPTION_UPIN,2022-03-24,0.142466,0,0,0,0,0,0,12959,6903.61,12884.57
40+
FX_BARRIER_OPTION_UPIN,2022-03-25,0.145205,0,0,0,0,0,0,12959,6773.35,12885.97
41+
FX_BARRIER_OPTION_UPIN,2022-03-28,0.153425,0,0,0,0,0,0,12959,6410.49,12889.87
42+
FX_BARRIER_OPTION_UPIN,2022-03-29,0.156164,0,0,0,0,0,0,12959,6298.03,12891.08
43+
FX_BARRIER_OPTION_UPIN,2022-03-30,0.158904,0,0,0,0,0,0,12959,6189.44,12892.25
44+
FX_BARRIER_OPTION_UPIN,2022-03-31,0.161644,0,0,0,0,0,0,12959,6084.54,12893.37
45+
FX_BARRIER_OPTION_UPIN,2022-04-01,0.164384,0,0,0,0,0,0,12959,5983.13,12894.46
46+
FX_BARRIER_OPTION_UPIN,2022-04-04,0.172603,0,0,0,0,0,0,12959,5698.22,12897.52
47+
FX_BARRIER_OPTION_UPIN,2022-04-05,0.175342,0,0,0,0,0,0,12959,5609.18,12898.48
48+
FX_BARRIER_OPTION_UPIN,2022-04-06,0.178082,0,0,0,0,0,0,12959,5522.89,12899.41
49+
FX_BARRIER_OPTION_UPIN,2022-04-07,0.180822,0,0,0,0,0,0,12959,5439.21,12900.30
50+
FX_BARRIER_OPTION_UPIN,2022-04-08,0.183562,0,0,0,0,0,0,12959,5358.02,12901.18
51+
FX_BARRIER_OPTION_UPIN,2022-04-11,0.191781,0,0,0,0,0,0,12959,5128.40,12903.64
52+
FX_BARRIER_OPTION_UPIN,2022-04-12,0.194521,0,0,0,0,0,0,12959,5056.16,12904.42
53+
FX_BARRIER_OPTION_UPIN,2022-04-13,0.197260,0,0,0,0,0,0,12959,4985.94,12905.17
54+
FX_BARRIER_OPTION_UPIN,2022-04-14,0.200000,0,0,0,0,0,0,12959,4917.64,12905.91
55+
FX_BARRIER_OPTION_UPIN,2022-04-19,0.213699,0,0,0,0,0,0,12959,4602.41,12909.29
56+
FX_BARRIER_OPTION_UPIN,2022-04-20,0.216438,0,0,0,0,0,0,12959,4544.15,12909.92
57+
FX_BARRIER_OPTION_UPIN,2022-04-21,0.219178,0,0,0,0,0,0,12959,4487.35,12910.53
58+
FX_BARRIER_OPTION_UPIN,2022-04-22,0.221918,0,0,0,0,0,0,12959,4431.95,12911.13
59+
FX_BARRIER_OPTION_UPIN,2022-04-25,0.230137,0,0,0,0,0,0,12959,4273.66,12912.83
60+
FX_BARRIER_OPTION_UPIN,2022-04-26,0.232877,0,0,0,0,0,0,12959,4223.38,12913.37
61+
FX_BARRIER_OPTION_UPIN,2022-04-27,0.235616,0,0,0,0,0,0,12959,4174.28,12913.89
62+
FX_BARRIER_OPTION_UPIN,2022-04-28,0.238356,0,0,0,0,0,0,12959,4126.29,12914.41

‎Examples/AmericanMonteCarlo/ExpectedOutput/generic_barrier_option/exposure_trade_FX_DOUBLE_BARRIER_OPTION_KNOCKIN.csv‎

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#TradeId,Date,Time,EPE,ENE,AllocatedEPE,AllocatedENE,PFE,BaselEE,BaselEEE,TimeWeightedBaselEPE,TimeWeightedBaselEEPE
2+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-01-31,0.000000,13302,0,0,0,13302,13302,13302,13302.04,13302.04
3+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-02-01,0.002740,15139,0,0,0,18733,15141,15141,15141.22,15141.22
4+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-02-02,0.005479,13399,0,0,0,21143,13403,15141,14271.89,15141.22
5+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-02-03,0.008219,13368,0,0,0,24190,13373,15141,13972.37,15141.22
6+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-02-04,0.010959,13397,0,0,0,25725,13404,15141,13830.23,15141.22
7+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-02-07,0.019178,13359,0,0,0,30198,13371,15141,13633.40,15141.22
8+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-02-08,0.021918,13389,0,0,0,30936,13403,15141,13604.59,15141.22
9+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-02-09,0.024658,13390,0,0,0,32363,13405,15141,13582.41,15141.22
10+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-02-10,0.027397,13374,0,0,0,33436,13391,15141,13563.27,15141.22
11+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-02-11,0.030137,13370,0,0,0,34733,13389,15141,13547.42,15141.22
12+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-02-14,0.038356,13331,0,0,0,38359,13355,15141,13506.16,15141.22
13+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-02-15,0.041096,13314,0,0,0,39254,13339,15141,13495.02,15141.22
14+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-02-16,0.043836,13332,0,0,0,40319,13359,15141,13486.50,15141.22
15+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-02-17,0.046575,13313,0,0,0,41347,13342,15141,13477.99,15141.22
16+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-02-18,0.049315,13339,0,0,0,42413,13370,15141,13471.97,15141.22
17+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-02-22,0.060274,13321,0,0,0,45415,13358,15141,13451.25,15141.22
18+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-02-23,0.063014,13352,0,0,0,45791,13391,15141,13448.62,15141.22
19+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-02-24,0.065753,13394,0,0,0,46516,13435,15141,13448.06,15141.22
20+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-02-25,0.068493,13417,0,0,0,47629,13460,15141,13448.54,15141.22
21+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-02-28,0.076712,13463,0,0,0,49872,13511,15141,13455.25,15141.22
22+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-03-01,0.079452,0,0,0,0,0,0,15141,12991.27,15141.22
23+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-03-02,0.082192,0,0,0,0,0,0,15141,12558.23,15141.22
24+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-03-03,0.084932,0,0,0,0,0,0,15141,12153.13,15141.22
25+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-03-04,0.087671,0,0,0,0,0,0,15141,11773.34,15141.22
26+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-03-07,0.095890,0,0,0,0,0,0,15141,10764.20,15141.22
27+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-03-08,0.098630,0,0,0,0,0,0,15141,10465.19,15141.22
28+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-03-09,0.101370,0,0,0,0,0,0,15141,10182.35,15141.22
29+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-03-10,0.104110,0,0,0,0,0,0,15141,9914.39,15141.22
30+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-03-11,0.106849,0,0,0,0,0,0,15141,9660.18,15141.22
31+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-03-14,0.115068,0,0,0,0,0,0,15141,8970.16,15141.22
32+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-03-15,0.117808,0,0,0,0,0,0,15141,8761.56,15141.22
33+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-03-16,0.120548,0,0,0,0,0,0,15141,8562.43,15141.22
34+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-03-17,0.123288,0,0,0,0,0,0,15141,8372.15,15141.22
35+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-03-18,0.126027,0,0,0,0,0,0,15141,8190.15,15141.22
36+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-03-21,0.134247,0,0,0,0,0,0,15141,7688.71,15141.22
37+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-03-22,0.136986,0,0,0,0,0,0,15141,7534.94,15141.22
38+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-03-23,0.139726,0,0,0,0,0,0,15141,7387.19,15141.22
39+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-03-24,0.142466,0,0,0,0,0,0,15141,7245.13,15141.22
40+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-03-25,0.145205,0,0,0,0,0,0,15141,7108.43,15141.22
41+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-03-28,0.153425,0,0,0,0,0,0,15141,6727.62,15141.22
42+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-03-29,0.156164,0,0,0,0,0,0,15141,6609.59,15141.22
43+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-03-30,0.158904,0,0,0,0,0,0,15141,6495.64,15141.22
44+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-03-31,0.161644,0,0,0,0,0,0,15141,6385.54,15141.22
45+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-04-01,0.164384,0,0,0,0,0,0,15141,6279.11,15141.22
46+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-04-04,0.172603,0,0,0,0,0,0,15141,5980.11,15141.22
47+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-04-05,0.175342,0,0,0,0,0,0,15141,5886.67,15141.22
48+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-04-06,0.178082,0,0,0,0,0,0,15141,5796.11,15141.22
49+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-04-07,0.180822,0,0,0,0,0,0,15141,5708.29,15141.22
50+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-04-08,0.183562,0,0,0,0,0,0,15141,5623.09,15141.22
51+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-04-11,0.191781,0,0,0,0,0,0,15141,5382.10,15141.22
52+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-04-12,0.194521,0,0,0,0,0,0,15141,5306.29,15141.22
53+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-04-13,0.197260,0,0,0,0,0,0,15141,5232.60,15141.22
54+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-04-14,0.200000,0,0,0,0,0,0,15141,5160.92,15141.22
55+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-04-19,0.213699,0,0,0,0,0,0,15141,4830.09,15141.22
56+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-04-20,0.216438,0,0,0,0,0,0,15141,4768.95,15141.22
57+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-04-21,0.219178,0,0,0,0,0,0,15141,4709.34,15141.22
58+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-04-22,0.221918,0,0,0,0,0,0,15141,4651.20,15141.22
59+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-04-25,0.230137,0,0,0,0,0,0,15141,4485.08,15141.22
60+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-04-26,0.232877,0,0,0,0,0,0,15141,4432.32,15141.22
61+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-04-27,0.235616,0,0,0,0,0,0,15141,4380.78,15141.22
62+
FX_DOUBLE_BARRIER_OPTION_KNOCKIN,2022-04-28,0.238356,0,0,0,0,0,0,15141,4330.42,15141.22

‎Examples/AmericanMonteCarlo/ExpectedOutput/generic_barrier_option/exposure_trade_FX_DOUBLE_BARRIER_OPTION_KNOCKOUT.csv‎

Lines changed: 62 additions & 0 deletions
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#TradeId,Date,Time,EPE,ENE,AllocatedEPE,AllocatedENE,PFE,BaselEE,BaselEEE,TimeWeightedBaselEPE,TimeWeightedBaselEEPE
2+
FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-01-31,0.000000,5691,0,0,0,5691,5691,5691,5691.38,5691.38
3+
FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-02-01,0.002740,5443,0,0,0,6873,5444,5691,5443.98,5691.38
4+
FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-02-02,0.005479,5439,0,0,0,7660,5440,5691,5441.98,5691.38
5+
FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-02-03,0.008219,5454,0,0,0,7696,5456,5691,5446.78,5691.38
6+
FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-02-04,0.010959,5454,0,0,0,8007,5457,5691,5449.38,5691.38
7+
FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-02-07,0.019178,5514,0,0,0,8923,5519,5691,5479.29,5691.38
8+
FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-02-08,0.021918,5524,0,0,0,9287,5530,5691,5485.61,5691.38
9+
FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-02-09,0.024658,5532,0,0,0,9785,5538,5691,5491.41,5691.38
10+
FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-02-10,0.027397,5529,0,0,0,10352,5536,5691,5495.90,5691.38
11+
FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-02-11,0.030137,5534,0,0,0,10841,5542,5691,5500.05,5691.38
12+
FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-02-14,0.038356,5624,0,0,0,12231,5634,5691,5528.80,5691.38
13+
FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-02-15,0.041096,5620,0,0,0,12763,5631,5691,5535.60,5691.38
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-02-16,0.043836,5611,0,0,0,13020,5622,5691,5541.00,5691.38
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-02-17,0.046575,5565,0,0,0,13765,5577,5691,5543.11,5691.38
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-02-18,0.049315,5603,0,0,0,14545,5616,5691,5547.14,5691.38
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-02-22,0.060274,5738,0,0,0,17589,5754,5754,5584.75,5702.77
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-02-23,0.063014,5731,0,0,0,19001,5748,5754,5591.85,5705.00
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-02-24,0.065753,5707,0,0,0,20690,5724,5754,5597.36,5707.04
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-02-25,0.068493,5687,0,0,0,21789,5705,5754,5601.67,5708.92
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-02-28,0.076712,5766,0,0,0,27722,5787,5787,5621.50,5717.26
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-03-01,0.079452,0,0,0,0,0,0,5787,5427.65,5719.66
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-03-02,0.082192,0,0,0,0,0,0,5787,5246.73,5721.89
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-03-03,0.084932,0,0,0,0,0,0,5787,5077.48,5723.98
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-03-04,0.087671,0,0,0,0,0,0,5787,4918.81,5725.94
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-03-07,0.095890,0,0,0,0,0,0,5787,4497.20,5731.15
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-03-08,0.098630,0,0,0,0,0,0,5787,4372.28,5732.70
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-03-09,0.101370,0,0,0,0,0,0,5787,4254.11,5734.16
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-03-10,0.104110,0,0,0,0,0,0,5787,4142.16,5735.54
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-03-11,0.106849,0,0,0,0,0,0,5787,4035.95,5736.86
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-03-14,0.115068,0,0,0,0,0,0,5787,3747.66,5740.42
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-03-15,0.117808,0,0,0,0,0,0,5787,3660.51,5741.50
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-03-16,0.120548,0,0,0,0,0,0,5787,3577.32,5742.52
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-03-17,0.123288,0,0,0,0,0,0,5787,3497.82,5743.51
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-03-18,0.126027,0,0,0,0,0,0,5787,3421.78,5744.45
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-03-21,0.134247,0,0,0,0,0,0,5787,3212.28,5747.04
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-03-22,0.136986,0,0,0,0,0,0,5787,3148.04,5747.83
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-03-23,0.139726,0,0,0,0,0,0,5787,3086.31,5748.59
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-03-24,0.142466,0,0,0,0,0,0,5787,3026.96,5749.33
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-03-25,0.145205,0,0,0,0,0,0,5787,2969.85,5750.03
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-03-28,0.153425,0,0,0,0,0,0,5787,2810.75,5752.00
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-03-29,0.156164,0,0,0,0,0,0,5787,2761.44,5752.61
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-03-30,0.158904,0,0,0,0,0,0,5787,2713.83,5753.20
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-03-31,0.161644,0,0,0,0,0,0,5787,2667.83,5753.76
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-04-01,0.164384,0,0,0,0,0,0,5787,2623.37,5754.31
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-04-04,0.172603,0,0,0,0,0,0,5787,2498.44,5755.86
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-04-05,0.175342,0,0,0,0,0,0,5787,2459.41,5756.34
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-04-06,0.178082,0,0,0,0,0,0,5787,2421.57,5756.81
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-04-07,0.180822,0,0,0,0,0,0,5787,2384.88,5757.26
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-04-08,0.183562,0,0,0,0,0,0,5787,2349.28,5757.70
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-04-11,0.191781,0,0,0,0,0,0,5787,2248.60,5758.95
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-04-12,0.194521,0,0,0,0,0,0,5787,2216.93,5759.34
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-04-13,0.197260,0,0,0,0,0,0,5787,2186.14,5759.72
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-04-14,0.200000,0,0,0,0,0,0,5787,2156.19,5760.09
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-04-19,0.213699,0,0,0,0,0,0,5787,2017.97,5761.80
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-04-20,0.216438,0,0,0,0,0,0,5787,1992.43,5762.11
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-04-21,0.219178,0,0,0,0,0,0,5787,1967.52,5762.42
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-04-22,0.221918,0,0,0,0,0,0,5787,1943.23,5762.72
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-04-25,0.230137,0,0,0,0,0,0,5787,1873.83,5763.58
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-04-26,0.232877,0,0,0,0,0,0,5787,1851.79,5763.85
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-04-27,0.235616,0,0,0,0,0,0,5787,1830.25,5764.12
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FX_DOUBLE_BARRIER_OPTION_KNOCKOUT,2022-04-28,0.238356,0,0,0,0,0,0,5787,1809.22,5764.38

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