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| Call | Radio Button | The Option type. Call for a right to purchase (Default) , put for a right to sell. |
| European | Radio Button | An American Option can be exercised at any date between inception and maturity, whereas the European Option can only be exercised at maturity. For interest rate related derivatives a begin and end exercise date might be necessary. |
| 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 |
| 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. |