Model Minimal exits

This model records the minimum amount that must be exited for each option.

The calculation is based on:

• Timestamp
• Option Worth
• Time since the last exit

Minimal exit amounts are calculated for the following events:

• CONV_LIQUIDATE
• PRICE_INFO

Assumption: CONV_EXIT always immediately follows a CONV_LIQUIDATE, assuming no stock price change in between.

Consequence: If no liquidation is needed for an exit, a 0 amount liquidation must be added to set the invested amount to the correct value.

This model is used to determine the minimal amount that should be exited during the exit step of the conversion day process.

For this purpose, the exit must also be calculated for (theoretical) PRICE_INFO events.