AutomaticExercise
Type CDM 7.2.0A type to define automatic exercise of a swaption. With automatic exercise the option is deemed to have exercised if it is in the money by more than the threshold amount on the exercise date.
Extends —
Extended by —
Attributes 2
Namespace cdm.product.template
Attributes
All 2 declared on AutomaticExercise. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| thresholdRate | number | 0..1 | A threshold rate. The threshold of 0.10% would be represented as 0.001 |
| isApplicable | boolean | 0..1 | Boolean that indicates if it has an automaticExercise |
Referenced by
1 type holds an AutomaticExercise as an attribute.
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