Option DESK

Looking for a C# programmer.
A brief description of the product required:
Independent client application (SPC) – Analytical block.
The instruments are Futures Options (FORTS).
Data source (simultaneously - multithreading) - TransaqConnector.

Incoming data:
Futures: Symbol Fut, Date Expire Fut, Last Fut, Ask Fut, Bid Fut
Options: Symbol Option, Date Expire Option, Last Option, Bid Option, Ask Option, Volume Option, Strike.

Tables in the program interface:
• (Option Desk) at the same time several option series on the underlying asset - Symbol Fut, Date Expere Fut, Last Fut - Symbol Option, Date Expire Option, Days to Expire, Strike, Last Option, Ask Option, Bid Option, FairPrice Option, Theor. Price Option, IV, Delta, Theta.
Desk Settlement: Delta, Theta, IV, Theor Price, FairPrice, Days to Expire Option, Summ Volume Option Call Series, Summ Volume Option Put Series, Summ IV Call
Series, Summ IV Put Series, RateIIVCallPut, RateVolCallPut, RatioVCallPut, RatioVolCallPut.
• Symbol Fut, Date Expire Fut, Days to Expire Fut, Last Fut, Symbol Option, Date Expire Option, Days to Expire Option, Summ Volume Option Call Series, Summ Volume Option Put Series, Summ IV Call Series, Summ IV Put Series, Rate IV Summ Call-Put Series, Ratio IV Summ Call/Put Series, Rate Volate Summ Call-Put Series, Ratio Volume Summ Call Series/Put Series.
The analysis table includes Date Expire Option, Rate IV Summ Call-Put Series, Ratio IV Summ Call/Put Series, Rate Vol Summ Call-Put Series, Ratio Vol Summ Call/Put Series.
The FairPrice and IV algorithms are available as VBA code.

nicholas