Hi all, Can any one know how to calculate the SPAN risk 16 scenarios. I got about Futures. But I am not getting calculation for options. Can any one help please. It is urgent. I have to do this.
Any Help please? I am giving site for example http://www.asx.com.au/professionals/clearing/operations/span_margining.htm Thanks in advance
You wanna do it by hand!? Buy a SPAN calculator or you can use the OCC's calculator for portfolio margining for free, which can be found here.