PortfolioMarginMethod

Specifies the margin calculaion method for the given entity.

  • Name Description
    Default Uses Saxo exposure based margin.
    JanusMarginReplication Uses rules-based the Janus methodology to calculate margin.
    SpanForFutures Uses rules-based SPAN methods to calculate margin on futures alone.
    SpanForFuturesAndOptions Uses rules-based SPAN methods to calculate margin on futures and options.