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 sub option book according to the users criteria.

The 'Criteria' parameter defines the query and is composed of three columns.

The first is the column name, the second is the lowest value to select, and the third is the highest value to select.

Thus if you wanted to select all deals that composed of between 1 and 100 contracts you can specify a three column range with the values {Units, 1, 100}. To select all 'EUR' trades you can use {Ccy, 'EUR', 'EUR'} You can add additional rows to this criteria (the rows will be And-ed).

The columns of the criteria depend heavily on the type of portfolio passed to the 'PortfolioKey' parameter.

The 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 : "SUBBK"

String CTOptionBookTools.SubOptionBook( _
String Key, _
Long Reload, _
String PortfolioKey, _
Variant Criteria)

=CT.EXOT.SubOptionBook(
Excel String Cell Key,
Excel Numeric Cell Reload,
Excel String Cell PortfolioKey,
XLRange Criteria)

static std::string SubOptionBook(
std::string Key,
long Reload,
std::string PortfolioKey,
CTRangeDataCPP Criteria);

System.String CTOptionBookToolsSA.SubOptionBook(
System.String Key,
System.Int32 Reload,
System.String PortfolioKey,
CTRangeData Criteria);

CTQL.CTRangeData SubOptionBook_Criteria;


string[] arrBSubOptionBook_Criteria = {
"ID",
"DEAL-11",
"DEAL-15"  //  Array Data

};

CTQL.StringVector arrSubOptionBook_Criteria =
new  CTQL.StringVector(arrBSubOptionBook_Criteria);

// Second parameter determines whether the array is a column array (false) or a row array (true)
SubOptionBook_Criteria = new  CTQL.CTRangeData(arrSubOptionBook_Criteria, true);

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.