Commodity Option


Commodity Option is a direct subtype of Vanilla Option
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with functions Commodity Option Functions, keys Commodity Option keys and example object CommOpt

TYPE INCLUSION RELATIONSHIPS

Vanilla Option

Commodity Option

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AVAILABLE FUNCTIONS

Create

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AVAILABLE CREATE FUNCTION KEYS

Commodity

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TYPICAL OBJECTS OF TYPE Commodity Option

CommOpt

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This type represents a specialization where the underlying is a Commodity.

The pricing methodology is specified in Model[Vanilla Option]