details.txt

 Specifications:


1) First two lines of the file should specify relative paths to two .csv files, with the following format:
 	> voldata - dataset with columns [Date, vol_id, strike, call_put_id, settle_vol]
 	> pricedata - dataset with columns [Date, ] # fill this up.


2) Options should have the following format:
		
		Option,strike,vol_id,optiontype,payoff,exercisetype,barriertype,direction,knockin,knockout,bullet,long_or_short,OTC_or_hedge
	
	 	## Example I: ##

	 	The following string:
		
		Option,100,C  Z7.Z7,call,euro,amer,up,None,120,True,long,OTC 

		signifies to the Portfolio that this Call-Up-Out European-exercise C Z7.Z7 option with 100 Strike and 120 knockout on an American Barrier, with bullet payoff, is being added to the long positions, and is to be considered part of the OTC bundle.


		## Example II: ##

		The following string:

		Option,100,C  Z7.Z7 ,put,euro,None,None,None,None,True,long,hedge

		signifies to the Portfolio that a vanilla put C Z7.Z7 with 100 strike and bullet payoff profile is being added to the long positions, and is to be considered part of the Hedge bundle.


3) Futures object should have the following format:
 		
 		Future,underlying_id,long_or_short,OTC_or_hedge

 		Example:

 		The following string:
 		
 		Future,C Z7,short,hedge

 		Indicates that the future C Z7 is being shorted, and is to be considered part of the hedge bundle.