XML Schema Documentation

Complex Type: OptionFeature

[Table of contents]

Super-types: None
Sub-types: None
Name OptionFeature
Used by (from the same schema document) Complex Type OptionBaseExtended
Abstract no
Documentation A type for defining option features.
XML Instance Representation
<...>
<fxFeature> FxFeature </fxFeature> [0..1]

'A quanto or composite FX feature.'

<strategyFeature> StrategyFeature </strategyFeature> [0..1]

'A simple strategy feature'

<asian> Asian </asian> [0..1]

'An option where and average price is taken on valuation.'

<barrier> Barrier </barrier> [0..1]

'An option with a barrier feature.'

<knock> Knock </knock> [0..1]

'A knock feature.'

<passThrough> PassThrough </passThrough> [0..1]

'Pass through payments from the underlyer, such as dividends.'

</...>
Diagram
group_OptionBaseFeature.model group_OptionFeature.model
Schema Component Representation
<xsd:complexType name="OptionFeature">
<xsd:sequence>
<xsd:group ref=" OptionBaseFeature.model "/>
<xsd:group ref=" OptionFeature.model "/>
</xsd:sequence>
</xsd:complexType>