OptionTypeEnum
Enum CDM 7.2.0The enumerated values to specify the type or strategy of the option.
Values 3
Namespace cdm.product.template
Values
3 permitted values.
| Value | Description |
|---|---|
| Payer | A 'payer' option: If you buy a 'payer' option you have the right but not the obligation to enter into the underlying swap transaction as the 'fixed' rate/price payer and receive float. |
| Receiver | A 'receiver' option: If you buy a 'receiver' option you have the right but not the obligation to enter into the underlying swap transaction as the 'fixed' rate/price receiver and pay float. |
| Straddle | A straddle strategy, which involves the simultaneous buying of a put and a call of the same underlier, at the same strike and same expiration date |
Referenced by
1 type holds an OptionTypeEnum 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 |
|---|---|---|
| MapOptionTypeEnum | returns | — |
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