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Re: request margin without whatif


 

I don't think that your calculation is correct. In your example is the Before account margin requirement equal to the ZC margin requirement. The what-if trade consists of selling 1 contract ZW. The margin requirement for one contract ZW will therefore be added to the account margin requirement. The After account margin requirement is thus the sum of the margin for one ZC plus margin for one ZW. Therefore:

Margin one contract ZW = Abs(After - Before)

I am using the Absolute so that you can also handle cases properly where you already had a position in the contract for which you want to determine the margin requirement.

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