Settings Leans
Leans are additional values added to the calculated theoretical value. Changing a lean does not necessitate a recalculation of theoretical values and is therefore not included in the model parameters. Leans are stored in the instrument theo settings.
GetInstrumentTheoSettings
Users can retrieve the current lean value per instrument with the GetInstrumentTheoSettings
Syntax
GetInstrumentTheoSettings <Instrument ID>
Example
GetInstrumentTheoSettings 10581890
InstrumentTheoSettings 10581890 0.1
InstrumentTheoSettings
Users can set lean values per instrument with the SetLean message
Syntax
SetLean <InstrumentID> <Lean>
Example
SetLean 10581890 1.1
InstrumentTheoSettings 10581890 1.1
InstrumentTheoSettings
InstrumentTheoSettings is returned when retrieving or setting leans
Syntax
InstrumentTheoSettings <InstrumentID> <Lean>