Go to Deriscope's documentation start page

Exotic_Option_Group

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with one or more exotic features, such as more than one payoffs or a payoff formula where the underlying price has been replaced by other mathematical quantities and/or the strike is floating.

The following direct subtypes exist:
Asian Option
Cliquet Option
Forward Start Option
Lookback Option
Quanto Forward Start Option
Quanto Option
Storage Option
Swing Option