Exotic Option


Exotic Option is an abstract type and also direct subtype of Option
aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa
with functions Exotic Option Functions, direct subtypes Exotic Option subtypes and keys Exotic Option keys

TYPE INCLUSION RELATIONSHIPS

Option

Exotic Option

Asian Option

Cliquet Option

Fwd Start Option

Lookback Option

Quanto Fwd Start Option

Quanto Option

Storage Option

Swing Option

</defs>

AVAILABLE FUNCTIONS

Create

</defs>

AVAILABLE CREATE FUNCTION KEYS

Base Option

</defs>

This type represents an Option contract with one or more exotic features, such as more than one payoffs or a payoff formula where the underlying price has been replaced by other mathematical quantities and/or the strike is floating.