NSD’s trade repository messages specifications
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OptionTypeEnum
Value
Description
Payer
A "payer" option: If you buy a "payer" option you have the right but not the obligation to enter into the underlying swap transaction as the "fixed" rate/price payer and receive float.
Receiver
A receiver option: If you buy a "receiver" option you have the right but not the obligation to enter into the underlying swap transaction as the "fixed" rate/price receiver and pay float.
Straddle
A straddle strategy.
Put
A put option gives the holder the right to sell the underlying asset by a certain date for a certain price.
Call
A call option gives the holder the right to buy the underlying asset by a certain date for a certain price.