Attributes for CFI code group : Credit [HC]

1^st attribute of group HC : Underlying assets

U

CDS on a single name

V

CDS on an index tranche

I

CDS on an index

W

Swaps

M

Others (Miscellaneous)

2^nd attribute of group HC : 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^rd attribute of group HC : 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^th attribute of group HC : Delivery

C

Cash

P

Physical

E

Elect at Exercise