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Option Exercise Type

Option Exercise Type​

Acronym: OPXT
Identifier: optionExerciseType
Group: Optionality
Type: Enum
Default: ``

Description​

Defines whether the option is European (exercised at a specific date), American (exercised during a span of time) or Bermudan (exercised at certain points during a span of time).

Allowed Values​

  • European (E) (european / 0): European-type exercise.
  • Bermudan (B) (bermudan / 1): Bermudan-type exercise.
  • American (A) (american / 2): American-type exercise.