OptionStrike
Type CDM 7.2.0Defines the strike price of an option.
Extends —
Extended by —
Attributes 4
Namespace cdm.product.template
Attributes
All 4 declared on OptionStrike. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| strikePrice | Price | 0..1 | Defines the strike of an option in the form of a price that could be a cash price, interestRate, or other types. |
| strikeReference | FixedRateSpecification | 0..1 | Defines the strike of an option in reference to the spread of the underlying swap (typical practice in the case of an option on a credit single name swaps). |
| referenceSwapCurve | ReferenceSwapCurve | 0..1 | Defines the strike of an option when expressed by reference to a swap curve (Typically the case for a convertible bond option). |
| averagingStrikeFeature | AveragingStrikeFeature | 0..1 | Defines an option strike that is calculated from an average of observed market prices. |
Referenced by
2 types hold an OptionStrike 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 |
|---|---|---|
| MapOptionStrikePrice | returns | — |
| MapSwapOptionStrikePrice | returns | — |
| MapOptionStrikeReferenceSwapCurve | returns | — |
| MapBondOptionStrikeToOptionStrike | returns | — |
| MapFxOptionStrikePrice | returns | — |
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