Team:
Report on Portfolio Greeks:
Senisbull shows portfolio level greeks the screen. It would help Delta and Vega traders to get this information as a periodic downloadable report.
At minimum this report should contain- Underlying Name, Portfolio level Greeks, Time of Reading, Change from the last reading. Additionally, user should be able to define frequency of the snapshot and define tolerance for each of the greek for their portfolio and report shows exceptions. The report has to be downloadable as well.