Code Set NameData TypeDescriptionPedigree
OptPayoutTypeCodeSetint

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

Used in fields:
[LegOptPayoutType] [OptPayoutType] [UnderlyingOptPayoutType]