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Cycle Anchor Date Of Optionality

Cycle Anchor Date Of Optionality​

Acronym: OPANX
Identifier: cycleAnchorDateOfOptionality
Group: Optionality
Type: Timestamp
Default: ``

Description​

Used for Basic Maturities (such as PAM, RGM, ANN, NGM and their Step-up versions) and American and Bermudan style options.

  • Basic Maturities: Within the group of these Maturities, it indicates the possibility of prepayments. Prepayment features are controlled by Behavior.
  • American and Bermudan style Options: Begin of exercise period.

Allowed Values​

  • ISO8601 Datetime