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Enum: AveragingInOutEnum

The enumerated values to specify the type of averaging used in an Asian option.

URI: common_domain_model:AveragingInOutEnum

Permissible Values

Value Meaning Description
In None The average price is used to derive the strike price
Out None The average price is used to derive the expiration price
Both None The average price is used to derive both the strike and the expiration price

Slots

Name Description
averagingInOut

Identifier and Mapping Information

Schema Source

LinkML Source

name: AveragingInOutEnum
description: The enumerated values to specify the type of averaging used in an Asian
  option.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
permissible_values:
  In:
    text: In
    description: The average price is used to derive the strike price. Also known
      as 'Asian strike' style option.
  Out:
    text: Out
    description: The average price is used to derive the expiration price. Also known
      as 'Asian price' style option.
  Both:
    text: Both
    description: The average price is used to derive both the strike and the expiration
      price.