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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

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
Name Description
averagingInOut
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.