Code Set
OptPayoutTypeCodeSet
| ID | 1482 |
| Type | int |
| Pedigree | Added EP92, Updated EP238 |
Indicates the type of valuation method or payout trigger for an in-the-money option.
| Name | Value | Synopsis | Elaboration | Pedigree |
|---|---|---|---|---|
| Vanilla | 1 | Vanilla | ||
| Capped | 2 | Capped | ||
| Binary | 3 | Digital (Binary) | ||
| Asian | 4 | Asian | ||
| Barrier | 5 | Barrier | ||
| DigitalBarrier | 6 | Digital Barrier | ||
| Lookback | 7 | Lookback | ||
| OtherPathDependent | 8 | Other path dependent | ||
| Other | 99 | Other |
Used in components:
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