AveragingInOutEnum
Enum CDM 7.2.0The enumerated values to specify the type of averaging used in an Asian option.
Values 3
Namespace cdm.product.template
Values
3 permitted values.
| Value | Description |
|---|---|
| In | The average price is used to derive the strike price. Also known as 'Asian strike' style option. |
| Out | The average price is used to derive the expiration price. Also known as 'Asian price' style option. |
| Both | The average price is used to derive both the strike and the expiration price. |
Referenced by
1 type holds an AveragingInOutEnum as an attribute.
Functions
Model functions that produce or consume this type. These are the CDM's own behaviour — the logic a correct implementation has to match.
| Function | Role | Description |
|---|---|---|
| MapAveragingInOutEnum | returns | — |
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