OptPayoutTypeCodeSet | int | Indicates the type of valuation method or payout trigger for an in-the-money option.
1 | = | Vanilla | Added EP92
| | [Vanilla] | 2 | = | Capped | Added EP92
| | [Capped] | 3 | = | Digital (Binary) | Added EP92
Updated EP238
| | [Binary] | 4 | = | Asian | Added EP238
| | [Asian] | 5 | = | Barrier | Added EP238
| | [Barrier] | 6 | = | Digital Barrier | Added EP238
| | [DigitalBarrier] | 7 | = | Lookback | Added EP238
| | [Lookback] | 8 | = | Other path dependent | Added EP238
| | [OtherPathDependent] | 99 | = | Other | Added EP238
| | [Other] |
| Added EP92
Updated EP238
|