Attributes for CFI code group : Foreign exchange [HF]
1st attribute of group HF : Underlying assets
R
Forwards
F
Futures
T
Spot-Forward swap
V
Volatility
M
Others (Miscellaneous)
2nd attribute of group 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
3rd attribute of group 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)
4th attribute of group HF : Delivery
C
Cash
P
Physical
E
Elect at Exercise
N
Non-Deliverable