[WIP] Unilateral netting of offsetting positions of same Option Type #219
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VAL-875 Unilateral netting of offsetting positions of same Option Type
Close open interest allows users to close out open interest prior to maturity of options by netting out long and short positions of the same option type against the Clear core. User can close a short position magnitude with an equal long position magnitude, netting out to 0 and getting back the original underlying funds on the short. |
… into neo/val-875-unilateral-netting-of-offsetting-positions-of-same-option
… 3 test scenarios
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