- Introduction
- Concepts and Design
-
SESSION LAYER
-
CONTENT LAYER
- Intro
-
Fundamental and Reference
-
Historical Pricing
- Intro
-
Events
-
Summaries
- Event Types
- Adjustments
- Market Sessions
- Quality of Service (QoS)
-
News
-
Pricing
- Intro
-
Pricing Definition
-
Pricing Stream
-
Chains
-
Chain Definition
-
Chain Stream
-
Search
-
SymbolConversion
-
IPA
-
FinancialContracts
- About FinancialContracts
- FinancialContracts.Definition
-
Bonds
- Intro
- Definition
- Adjustment
- Ammortization
- Benchmark Yield
- Business Day Methods
- Compounding Methods
- Date Rolling
- Day Count Methods
- Direction
- Fallback Logic
- Index Frequency
- Interest Type
- Price Side
- Projected Index Calculation Method
- Redemption Date Type
- Rounding Type
- Rounding
- Stub Rules
- Yield Type
- Output
-
CapFloor
-
FxCross
-
Option
-
Swaption
-
Surfaces
-
-
DELIVERY LAYER
- Intro
-
Endpoint Request
-
OMM streams
-
RDP streams
-
Queue
-
RDP Websocket
OptionFx.DoubleBinaryType
DoubleBinaryType for the financial instruments:
| Name | Value |
|---|---|
| DoubleBinaryType.DoubleNoTouch | 'DoubleNoTouch' |
This enumeration applies only to **LSEG.Data.Content.IPA.OptionFx**.