.cdm-java.6.0.0-dev.72.source-code.cdm-product-template-OptionStrike.schema.json Maven / Gradle / Ivy
{
"$schema": "http://json-schema.org/draft-04/schema#",
"$anchor": "cdm.product.template",
"type": "object",
"title": "OptionStrike",
"description": "Defines the strike price of an option.",
"properties": {
"strikePrice": {
"description": "Defines the strike of an option in the form of a price that could be a cash price, interestRate, or other types.",
"$ref": "cdm-observable-asset-Price.schema.json"
},
"strikeReference": {
"description": "Defines the strike of an option in reference to the spread of the underlying swap (typical practice in the case of an option on a credit single name swaps).",
"$ref": "cdm-product-asset-metafields-ReferenceWithMetaFixedRateSpecification.schema.json"
},
"referenceSwapCurve": {
"description": "Defines the strike of an option when expressed by reference to a swap curve (Typically the case for a convertible bond option).",
"$ref": "cdm-observable-asset-ReferenceSwapCurve.schema.json"
},
"averagingStrikeFeature": {
"description": "Defines an option strike that is calculated from an average of observed market prices.",
"$ref": "cdm-product-template-AveragingStrikeFeature.schema.json"
}
}
}
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