template Instrument

This template models a cash settled, automatically excercised barrier option with European exercise.

Signatory: depository, issuer

Field Type Description
depository Party The depository of the instrument.
issuer Party The issuer of the instrument.
id Id An identifier of the instrument.
version Text The instrument’s version.
holdingStandard HoldingStandard The holding standard for holdings referencing this instrument.
description Text A description of the instrument.
referenceAssetId Text The reference asset ID. For example, in case of an option on AAPL this should be a valid reference to the AAPL fixings to be used for the payoff calculation.
ownerReceives Bool Indicate whether a holding owner of this instrument receives option payoff.
optionType OptionTypeEnum Indicate whether the option is a call or a put.
strike Decimal The strike price of the option.
barrier Decimal The barrier level of the option.
barrierType BarrierTypeEnum The type of barrier.
barrierStartDate Date The start date for barrier observations.
expiryDate Date The expiry date of the option.
currency InstrumentKey The currency of the option. For example, if the option pays in USD this should be a USD cash instrument.
observers PartiesMap The observers of the instrument.
lastEventTimestamp Time (Market) time of the last recorded lifecycle event. If no event has occurred yet, the time of creation should be used.

Data Types

type T

= Instrument

Type synonym for Instrument.