Group
StrikeRules
| ID | 2119 |
| Pedigree | Added EP-1 |
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
1201 | Number of strike rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument | Added EP-1 | |||
1223 | Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated | Added EP-1 | |||
1202 | Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying | Added EP-1 | |||
1203 | Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying | Added EP-1 | |||
1204 | Value by which strike price should be incremented within the specified price | Added EP-1 | |||
1304 | Enumeration that represents the exercise style for a class of options Same values as ExerciseStyle | Added EP-1 | |||
MaturityRules | Describes the maturity rules for a given set of strikes as defined by StrikeRules | Added EP-1 |
Used in groups:
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