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Sigma KEE - Straddle

appearance as argument number 1

(documentation Straddle EnglishLanguage "The purchase or sale of an equal number of puts and calls, with the same strike price and expiration dates.") FinancialOntology.kif 3050-3051
(subclass Straddle OptionStrategy) FinancialOntology.kif 3049-3049 Straddle is a subclass of option strategy

appearance as argument number 2

(subclass LongStraddle Straddle) FinancialOntology.kif 3079-3079 Long straddle is a subclass of straddle
(termFormat ChineseLanguage Straddle "跨") domainEnglishFormat.kif 55444-55444
(termFormat ChineseTraditionalLanguage Straddle "跨") domainEnglishFormat.kif 55443-55443
(termFormat EnglishLanguage Straddle "straddle") domainEnglishFormat.kif 55442-55442


    (instance ?Straddle Straddle)
    (exists (?Price ?Date ?Number)
                    (KappaFn ?Call
                            (instance ?Call CallOption)
                            (part ?Call ?Straddle)))) ?Number)
                    (KappaFn ?Put
                            (instance ?Put PutOption)
                            (part ?Put ?Straddle)))) ?Number)
            (forall (?Option)
                        (instance ?Option Option)
                        (part ?Option ?Straddle))
                        (agreementExpirationDate ?Option ?Date)
                        (strikePrice ?Option ?Price)))))))
FinancialOntology.kif 3053-3077

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