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| Counterparty- Account | | The Counterparty Name and Account Number against which the trade is assigned. Accounts have Collateral, Ratings, Netting Agreements and Recovery Rates. |
| 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 | Price | The exercise price of the option |
| Exercise End | Date | The Date the underlying asset on which the option was written will be delivered. (by default the expiration date). |
| Underlying Exercise Date | 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. 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. |