Description

Type: int

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

Valid values:

  • 1 = Vanilla
  • 2 = Capped
  • 3 = Digital (Binary)
  • 4 = Asian
  • 5 = Barrier
  • 6 = Digital Barrier
  • 7 = Lookback
  • 8 = Other path dependent
  • 99 = Other

Used In