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
- from schema: https://w3id.org/lmodel/common-domain-model
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.