Format:
<CROSS CURRENCY> <EXPIRATION DATE> <FORWARD RATE> <C>|<P><STRIKE> <PREMIUM>
Examples:
MXNUSD 20161210 0.045 P0.040 1.2
<CROSS CURRENCY>: ISO code for the cross currency pair. Users can define any combination from the coverage currencies.
<EXPIRATION DATE>: String in YYYYMMDD format indicating the expiration date for the contract.
<FORWARD RATE>: Double indicating the contracted exchange rate.
<C>|<P>: Indicates if a call or put option
<STRIKE>: The strike of the option
<PREMIUM>: Premium
The premium is provided such that Everysk can calculate the implied volatility for the simulations. The option symbology is always in reference to the first currency, so a put on MXNUSD is a put on Mexican peso, call on US dollar.