GroupOptionBook




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Given an option book (created via option book functions within the CapeTools Storage, CapeTools Stock Option Portfolio or CapeTools Futures Option Portfolio category of functions), will create a grouped option book.

The values that can be passed to the 'GroupBy' parameter depend heavily on the type of portfolio passed to the 'PortfolioKey' parameter.

The values (column names) take on the parameter names of the function used to created the portfolio (excluding the 'TradeKey' and 'Reload' parameters).



This function creates an object and returns a string-key value to represent this created object.
The TAG value of the string-key returned (second part of the key) is : "GRPOPT"



Note: Within Excel, the function is named - CT.EXOT.GroupOptionBook


High level graphic of GroupOptionBook() function with parameters. Blue square node is the actual function with the parameters ordered.



Parameter Description


  1. Key parameter

    Key Handle to be used for the new Grouped option book object.
  2. Reload parameter

    When creating this object for the first time, set this parameter to a positive value. Within Excel, when re-computing a worksheet where you do not wish to recreate the object, set this parameter to zero (0).
  3. PortfolioKey parameter

    Portoflio Key to an already created FX/Equity/Div/Futures portfolio.
  4. GroupBy parameter

    Enter a comma delimited string of parameters which will identify groups.


Extended information

Function Syntax

VB Syntax 


String CTOptionBookTools.GroupOptionBook( _
String Key, _
Long Reload, _
String PortfolioKey, _
String GroupBy)


Excel Spreadsheet Syntax 


=CT.EXOT.GroupOptionBook(
Excel String Cell Key,
Excel Numeric Cell Reload,
Excel String Cell PortfolioKey,
Excel String Cell GroupBy)


C++ Syntax 


static std::string GroupOptionBook(
std::string Key,
long Reload,
std::string PortfolioKey,
std::string GroupBy);


DotNET Syntax 


System.String CTOptionBookToolsSA.GroupOptionBook(
System.String Key,
System.Int32 Reload,
System.String PortfolioKey,
System.String GroupBy);

Parameter data types

ArgNameArgTypeIsKey
KeyStringFALSE
ReloadLongFALSE
PortfolioKeyStringTRUE
GroupByStringFALSE

Example Inputs

The first column represents the name of the parameters. The second column specifies whether the parameters are optional or not. Finally the last column provides some sample input data.
Function call input string-keys are always in the format : "NAME.EXTTAG.TICKER" The "EXTTAG.TICKER" part is determined from the output of other, capetools, object creation functions.


ArgNameIsOptional (Excel only)Example
KeyFALSEMyGroupOptionBook
ReloadFALSE1
PortfolioKeyFALSEPortfolioKeyNAME.EXTTAG.TICKER (from a function call)
GroupByFALSECcy, TAG


Example function usage


The C# example below contains all the sub-function calls leading up to this function call. As a result, the example can contain a lot of code.

The VB.NET, J#, C++.NET, Java, Excel VBA, Visual Basic 6 (via COM) and C++ examples below contain function code stubs for the calls leading up to this function call. However, the function call for this function is displayed.
You can easily reproduce the stub functions code from the C# example.


If you are accessing this functrion via the MiniXL libraries, this function is present within the CT.QL.OptionPortfolios20 MiniXL Excel Addin.

Within our Excel Example Addin Generator, we have used the following QuantTools sub-functions in order to prepare the arguments needed to call the GroupOptionBook() function. If you are executing this function via the MiniXL libraries, the module addin name, (in brackets, to the right of the sub-functions listed below), indicates the MiniXL library in which the sub-function is held. You will need to load this library into your Excel session (along with any other libraries that the sub-function call within the addin requires (ie - CT.QT.Utils20 addin in almost all cases) in order for the example to compute successfully.

These are the financial QuantTools sub-function calls that are used within the examples :





The objects generated by these sub-functions are inter-connected in the following way :




The following four examples demostrate calling this function within a Microsoft .NET environment

The following four examples demostrate calling this function within a non .NET environment

The following is a sample output from executing the GroupOptionBook() function call


MyGroupOptionBook_4.GRPOPT.0

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