OptionFeature

A type for defining option features.

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Field	Type	Description	Print form title	FFSM title	Properties	Conditions
fxFeature	FxFeature	A quanto or composite FX feature.	FX feature		0-1, ncf
strategyFeature	StrategyFeature	A simple strategy feature.	Option strategy		0-1, ncf
asian	Asian	An option where and average price is taken on valuation.	Asian option features		0-1
barrier	Barrier	An option with a barrier feature.	Barrier option feature		0-1, ncf
knock	Knock		Knock		0-1
passThrough	PassThrough				0-1, ncf

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OptionFeature

asian(Asian)

An option where and average price is taken on valuation.

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)

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;

knock(Knock)

knockIn(TriggerEvent)

trigger(Trigger)

Trigger

level(decimal)

triggerType(TriggerTypeEnum)

	EqualOrLess;EqualOrGreater;Equal;Less;Greater;

featurePayment(FeaturePayment)

payerPartyReference(PartyReference)

	A reference to the party responsible for making the payments defined by this structure.
	Party code.

receiverPartyReference(PartyReference)

	A reference to the party that receives the payments corresponding to this structure.
	Party code.

The choice of specifying the amount

amount(NonNegativeDecimal)

	[0;

currency(Currency)

knockOut(TriggerEvent)