Tasks: YU14-listed-equity-options
- T-LEO01; Scaffold the state: spec pack, pipeline hook/render pair, catalog entry, runtime-harness + CI-assets registration, runtime wrapper scripts.
- T-LEO02;
OccSymbolparser (unpadded OCC symbols β type/underlying/expiry/callPut/ strike/multiplier) with unit tests, including non-option and malformed tickers. - T-LEO03; Widen the SBE symbol-registration ticker field to 32 bytes (schema + codec); registration round-trips a 19-char OCC symbol.
- T-LEO04; Multiplier-aware
BlpRiskState: dense per-security multiplier, applied in reserve, market-trade, executed-exposure, and concentration math; overflow rejects ORDER_NOTIONAL; unit tests prove the multiplied cap fires where the un-multiplied notional would pass. - T-LEO05; Cluster wiring:
onSymbolRegisterderives and installs the multiplier; snapshot format 3 carries it per security; restore fails closed on multiplier < 1 and on non-3 formats; round-trip tests. - T-LEO06; Reference data:
instruments.csv(seeded chain, derived columns, currency) andcounterparties.csv(accountId β counterparty/netting set/currency). - T-LEO07; Seed + smoke:
scripts/proofs/seed-option-chain.shseeds the chain through/seedand proves one option cross books on a live kind cluster (the silent-reject admission gate exercised first). - T-LEO08; Full regression:
test,noGcTest,riskNoGcTest, all four allocation gates. - T-LEO09; Short bench: booked throughput with option contracts in the universe shows no regression against the YU13 baseline.
- T-LEO10;
generation/implementation-status.mdwritten with verification evidence; state docs synced.