Deliverable Value (DLV) Calculation
For features that use the DLV (Deliverable Value) this value is calculated as follows for specific assets:
| Asset | DLV Calculation |
|---|---|
| 股票 | (mark price) * position |
| Forward | (mark price) * position |
| CFD | (mark price) * position |
| Bill | (mark price) * position * EconomicValueRule multiplier (if available, e.g.: adjust ratio for US Treasury TIPS) |
| 债券 （Bond） | (mark price) * position * EconomicValueRule multiplier (if available) |
| 现金 （Cash） | (mark price)* position |
| 基金 | (mark price)* position |
| 商品 （Commodity） | (mark price)* position |
| Ioption | (mark price) * position * multiplier |
| Warrant | (mark price) * position * multiplier * sign (1 for Call, -1 for Put) |
| Future | (mark price) * position * multiplier * EconomicValueRule multiplier (if available, e.g.: ASX FUT product) |
| 期权 （Option） | (underlying mark price) * position * multiplier * sign (1 for Call, -1 for Put) |
| 期货期权 （Future Option） | (underlying mark price) * position * multiplier * sign (1 for Call, -1 for Put) |
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