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| Call | Radio Button | The Option type. Call for a right to purchase (Default) , put for a right to sell. |
| Volatility | Volatility | The implied volatility used to override the historical volatility computed from market data. If available, the Volatility Surface (and Forward Rate Volatility and Correlations for FI products) Override this Field. |
| Expiration | Date | The date when the option expires. |
| Strike | Price | The exercise price of the option |
| Exercise End | Date | The Date at which underlying asset on which the option was written will be delivered. (by default the expiration date). |
| Underlying Exercise | Date | The Expiration of the Underlying Option on which the Compound Option is written. |
| Currency | Currency | The currency of the instrument. |
| Discount Curve | Yield Curve | The interest rate curve used to discount flows. |
| Reset Index | Reset Index | The Reference Index is the term structure used to fix floating rate coupons. By default this is often the same as the discount, but this might not always be the case. The reference index is used to estimate forwards via risk neutral pricing. |
| Notional | Amount | The Notional is the reference amount of the trade used to compute payments. |