Attributs du groupe de codes CFI : Change (Foreign exchange) [HF]

1^er attribut du groupe HF : Underlying assets

R

Forwards

F

Futures

T

Spot-Forward swap

V

Volatility

M

Others (Miscellaneous)

2^ème attribut du groupe HF : Option style and type

A

European Call

B

American Call

C

Bermudan Call

D

European Put

E

American Put

F

Bermudan Put

G

European Chooser

H

American Chooser

I

Bermudan Chooser

3^ème attribut du groupe HF : Valuation method or trigger

V

Vanilla

A

Asian

D

Digital (Binary)

B

Barrier

G

Digital barrier

L

Lookback

P

Other path dependent

M

Others (Miscellaneous)

4^ème attribut du groupe HF : Delivery

C

Cash

P

Physical

E

Elect at Exercise

N

Non-Deliverable