OptionFeature
Type CDM 7.2.0Defines additional optional features that can be included in an option contract.
Extends —
Extended by —
Attributes 5
Namespace cdm.product.template
Attributes
All 5 declared on OptionFeature. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| fxFeature | FxFeature | 0..* | Describes a quanto or composite FX feature. |
| strategyFeature | StrategyFeature | 0..1 | Defines a simple strategy feature. |
| averagingFeature | AveragingFeature | 0..1 | Defines an option feature in which an average market observation price is determined on valuation and compared to the strike to determine a settlement amount. |
| barrier | Barrier | 0..1 | Specifies a barrier feature. |
| passThrough | PassThrough | 0..1 | Specifies the rules for pass-through payments from the underlier, such as dividends. |
Referenced by
1 type holds an OptionFeature 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 |
|---|---|---|
| MapSwapOptionFeature | returns | — |
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