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Option Strike 1

Option Strike 1​

Acronym: OPS1
Identifier: optionStrike1
Group: Optionality
Type: Real
Default: ``

Description​

Strike price of the option. Whether it is a call/put is determined by the attribute OPTP, i.e a call or a put (or a combination of call/put). This attribute is used for price related options such as options on bonds, stocks or FX. Interest rate related options (caps/floos) are handled within th RatReset group.

Allowed Values​

  • Positive