Base Option


Base Option is a direct subtype of Vanilla Option
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with functions Base Option Functions and example object BaseOpt#2

TYPE INCLUSION RELATIONSHIPS

Vanilla Option

Base Option

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AVAILABLE FUNCTIONS

Create

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TYPICAL OBJECTS OF TYPE Base Option

BaseOpt

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This type represents a specialization where the underlying is left unspecified.
Since the exact underlying is unknown, no price can be calculated.
Its usefullness lies in being a part of other options such as Basket Option