🎮 𝗖𝗮𝗹𝗹 𝘃𝘀 𝗖𝗮𝗹𝗹
● Users can now create Call vs Call with the help of a comprehensive template.
● The call versus call is a product commonly used to trade correlation.
The buyer of correlation buys a European call on the weighted basket option and sells a weighted average of European calls on each asset.
● Below is an example of a one dimensional spot ladder generated by 𝗰𝘄-𝗴𝘂𝗶 and applied to a Call vs Call on a basket of two underlyings.
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