Asian

Field	Type	Description	Print form title	FFSM title	Properties	Conditions
averagingInOut	AveragingInOutEnum		Price averaging method		0-1, mre, mfr
strikeFactor	xsd:decimal				0-1, ncf
averagingPeriodIn	AveragingPeriod		The average period for the strike price		0-1
averagingPeriodOut	AveragingPeriod		The average period for the underlying asset		0-1

Collapse All | Expand All

Asian

averagingInOut(AveragingInOutEnum)

	In;Out;Both;

averagingPeriodIn(AveragingPeriod)

schedule(AveragingSchedule)

startDate(date)

endDate(date)

averagingPeriodFrequency(CalculationPeriodFrequency)

periodMultiplier(positiveInteger)

	A time period multiplier, e.g. 1, 2 or 3 etc. If the period value is T (Term) then periodMultiplier must contain the value 1.

period(PeriodExtendedEnum)

	A time period, e.g. a day, week, month, year or term of the stream.
	T;

averagingPeriodOut(AveragingPeriod)