Technical Specification
Technical Documents
General | |
---|---|
SPAN Version 4 Parameter File Format This document describes the format of the version 4 SPAN risk parameter files for the LIFFE exchange. |
SPAN Version 4 Parameter File Format |
SPAN Version 4 TIP This document describes how SPAN version 4 will be used to calculate portfolio risk for options and futures on the LIFFE exchanges. |
SPAN Version 4 TIP |
London SPAN Technical Documents
LME |
|
---|---|
Specification for Calculation of Discount Factors and Discounted Variation Margin This document describes the calculation of discount factors and discounted variation margin for the LME. |
Specification for Calculation of Discount Factors and Discounted Variation Margin
|
Specification for Calculation of SPAN Risk Parameter Files The purpose of this document is to define the exact method of calculation of SPAN risk parameter files for the LME. |
Specification for Calculation of SPAN Risk Parameter Files |
Risk Parameter File Description This document describes the format of version 3 SPAN risk parameter files. |
Risk Parameter File Description |
Technical Specifications These technical specifications explain how SPAN calculates portfolio risk for options and forward contracts. |
Technical Specifications |