Hmmm….seems like a lot of extra work. Take a WTI NYMEX Asian Option. With a ComOptFut I would need to first set up all the ComFuts on WTI NUMEX with an Averaging Structure first ( then exclude these from any of the existing desktops ) and then set the ComOptFut.
Ideally would have wanted a way to not require the set up of these ComFuts .
[ I guess you could think of these new ComFuts as being exchange trades “Swaps” so its not a waste of effort setting these up potentially ] …
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