TagField NameAbbr NameData TypeUnion DatatypeDescriptionPedigree
2193LegOptPayoutTypeOptPayoutTypint

Indicates the type of valuation method or trigger payout for an in-the-money option.


OptPayoutTypeCodeSet
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 EP169 Updated EP238

Used in components:
[InstrumentLeg]