[R-SIG-Finance] Blotter and historical options

[Chinmay Patil]

I believe option 1 is the way to go. And it's not lying to blotter. Each option is supposed to be a FinancialInstrument. 

Chinmay

> On 17 Apr, 2014, at 7:51 am, Noah Silverman <noahsilverman at ucla.edu> wrote:
> 
>  1) Lie to blotter.  Just makeup a symbol for the option.  (i.e Apple
> April 15 calls at $200 becomes "AAPL_Call_0415_200")  and then set it up
> in the environment to look/act like an equity.