option.Definition
Creates a option.Definition object.
Syntax
financial_contracts.option.Definition()
Parameters
| Value | Description | Data type | Optional | Default value |
|---|---|---|---|---|
| underlying_type | The underlying types of the option (See UnderlyingType). | enum, str | Yes | ETI |
| instrument_code | RIC of an option, used to retrieve the option contract description. | string | Yes | - |
| instrument_tag | A tag which describes specific instrument. It is provided by the user and will be included into the response. Max length: 40 characters. Only alphabetic, numeric and '- _.#=@' characters are allowed. | string | Yes | - |
| strike | Option strike. | number | Yes | - |
| buy_sell | The side of the deal (See BuySell). | enum, str | Yes | - |
| call_put | Defines the type of an option (See CallPut). | enum, str | Yes | - |
| exercise_style | Defines the exercise style of the option (See ExerciseStyle). | enum, str | Yes | - |
| end_date | Option expiry date. | string | Yes | - |
| underlying_definition | Details of the underlying. Can be used to define data of the underlying (EtiUnderlyingDefinition / FxUnderlyingDefinition. See option.EtiUnderlyingDefinition bellow. See option.FxUnderlyingDefinition bellow). |
EtiUnderlyingDefinition / FxUnderlyingDefinition | Yes | - |
| barrier_definition | Details of the barrier option (EtiBarrierDefinition / FxBarrierDefinition. See option.EtiBarrierDefinition bellow. See option.FxBarrierDefinition bellow). |
EtiBarrierDefinition / FxBarrierDefinition | Yes | - |
| double_barriers_definition | Details of the double barriers options (See option.EtiDoubleBarriersDefinition bellow). | EtiDoubleBarriersDefinition | Yes | - |
| binary_definition | Details of the binary option (EtiBinaryDefinition / FxBinaryDefinition. See option.EtiBinaryDefinition bellow. See option.FxBinaryDefinition bellow). |
EtiBinaryDefinition / FxBinaryDefinition | Yes | - |
| double_binary_definition | Details of the double binary options (See option.DoubleBinaryDefinition bellow). | DoubleBinaryDefinition | Yes | - |
| cbbc_definition | Details for CBBC (Call Bear/Bull Contract) option (See option.CBBCDefinition bellow). | CBBCDefinition | Yes | - |
| lot_size | The lot size (the number of options bought or sold in one transaction). | number | Yes | - |
| deal_contract | Number of contracts bought or sold in the deal. | number | Yes | - |
| tenor | The tenor of the option (if expiry is not defined). | string | Yes | - |
| notional_amount | The unsigned amount of traded currency actually bought or sold. | number | Yes | - |
| notional_ccy | The ISO code of the traded currency. If the option is a EURGBP Call option, the deal currency can be in EUR or GBP. | string | Yes | - |
| dual_currency_definition | Details for dual currency option (See option.DualCurrencyDefinition bellow). | DualCurrencyDefinition | Yes | - |
| pricing_parameters | See option.PricingParameters bellow. | PricingParameters | Yes | - |
| asian_definition | Details for (EtiFixingInfo/AverageInfo) option (EtiFixingInfo / AverageInfo. See option.EtiFixingInfo bellow. See option.AverageInfo bellow). |
EtiFixingInfo / AverageInfo | Yes | - |
| double_barrier_definition | Details for double barriers option (See option.DoubleBarrierDefinition bellow). | DoubleBarrierDefinition | Yes | - |
| fields | List of fields to request. | list | Yes | - |
| extended_params | Specifies the parameters that will be merged with the request. | dict | Yes | - |
Returned value
option.Definition instance.
option.EtiFixingInfo
Creates a option.EtiFixingInfo object.
Syntax
option.EtiFixingInfo()
Parameters
| Value | Description | Data type | Optional | Default value |
|---|---|---|---|---|
| average_so_far | The value of the AverageType. | number | Yes | - |
| average_type | The average types of the option (See AverageType). | enum | Yes | - |
| fixing_frequency | The fixing frequency types of the option (See FixingFrequency). | enum | Yes | - |
| fixing_calendar | The calendar of the underlying's currency. | string | Yes | - |
| fixing_end_date | The end date of the fixing period. Should be less or equal to the expiry. | string | Yes | - |
| fixing_start_date | The beginning date of the fixing period. | string | Yes | - |
| include_holidays | Include the holidays in the list of fixings. | bool | Yes | - |
| include_week_ends | Include the week-ends in the list of fixings. | bool | Yes | - |
Returned value
option.EtiFixingInfo instance.
option.AverageInfo
Creates a option.AverageInfo object.
Syntax
option.AverageInfo()
Parameters
| Value | Description | Data type | Optional | Default value |
|---|---|---|---|---|
| average_type | The average types of the option. The mathematical type used to compute an average price of the underlying asset (See AverageType). | enum, str | Yes | - |
| fixing_frequency | The frequency of dates in the fixing period (See FixingFrequency). | enum, str | Yes | - |
| average_so_far | The average underlying asset's price for the predetermined set of dates. | number | Yes | - |
| fixing_ric_source | The fixing's RIC source. Default value: the first available source RIC of the Fx Cross Code. | string | Yes | - |
| fixing_start_date | The start date of the predetermined set of dates (known as fixings) used to compute the average underlying asset's price. | string | Yes | - |
| include_holidays | The indicator whether to include the holidays in the fixing period. | bool | Yes | - |
| include_week_ends | The indicator whether to include the weekends in the fixing period. | bool | Yes | - |
Returned value
option.AverageInfo instance.
option.EtiUnderlyingDefinition
Creates a option.EtiUnderlyingDefinition object.
Syntax
option.EtiUnderlyingDefinition()
Parameters
| Value | Description | Data type | Optional | Default value |
|---|---|---|---|---|
| instrument_code | Underlying RIC. | string | Yes | - |
Returned value
option.EtiUnderlyingDefinition instance.
option.FxUnderlyingDefinition
| Value | Description | Data type | Optional | Default value |
|---|---|---|---|---|
| fx_cross_code | Currency pair. | string | Yes | - |
option.EtiBarrierDefinition
| Value | Description | Data type | Optional | Default value |
|---|---|---|---|---|
| barrier_style | The barrier style types of the option (See BarrierStyle). | enum, str | Yes | - |
| level | Specifies the level of the barrier. | number | Yes | - |
| up_or_down | Specifies the type of up_or_down option (See UpOrDown). | enum, str | Yes | - |
| in_or_out | Specifies the type of in_or_out option (See InOrOut). | enum, str | Yes | - |
option.EtiDoubleBarriersDefinition
| Value | Description | Data type | Optional | Default value |
|---|---|---|---|---|
| barriers_definition | Details for barrier option (See option.EtiBarrierDefinition above). | list[EtiBarrierDefinition] | Yes | - |
option.FxBarrierDefinition
| Value | Description | Data type | Optional | Default value |
|---|---|---|---|---|
| level | Specifies the level of the barrier. | number | Yes | - |
| barrier_mode | The enumerate that specifies the type of barrier of the option (See BarrierMode). | enum, str | Yes | - |
| up_or_down | Specifies the type of up_or_down option (See UpOrDown). | enum, str | Yes | - |
| in_or_out | Specifies the type of in_or_out option (See InOrOut). | enum, str | Yes | - |
| window_start_date | Specifies the window start date for the window barrier. | string | Yes | - |
| window_end_date | Specifies the window end date for the window barrier. | string | Yes | - |
| rebate_amount | Rebate amount of the barrier option. | number | Yes | - |
option.DoubleBarrierDefinition
| Value | Description | Data type | Optional | Default value |
|---|---|---|---|---|
| barrier_up | Barrier Information for the upper barrier (See option.DoubleBarrierInfo bellow). | DoubleBarrierInfo | Yes | - |
| barrier_down | Barrier Information for the lower barrier (See option.DoubleBarrierInfo bellow). | DoubleBarrierInfo | Yes | - |
| barrier_mode | The enumerate that specifies the types of option barrier (See BarrierMode). | enum, str | Yes | - |
option.EtiBinaryDefinition
| Value | Description | Data type | Optional | Default value |
|---|---|---|---|---|
| binary_type | Binary Type of the digital option (See BinaryType). | enum, str | Yes | - |
| level | Specifies the level of the binary. | number | Yes | - |
| up_or_down | Specifies the type of up_or_down option (See UpOrDown). | enum, str | Yes | - |
| notional_amount | Specifies the notional amount of the binary option. | number | Yes | - |
option.FxBinaryDefinition
| Value | Description | Data type | Optional | Default value |
|---|---|---|---|---|
| binary_type | Specifies the type of binary option (See BinaryType). | enum | Yes | - |
| trigger | Specifies the trigger of the binary option. | number | Yes | - |
| settlement_type | Specifies the delivery type for the binary option (See SettlementType). | enum | Yes | - |
| payout_amount | Specify the payout of the binary option. | number | Yes | - |
| payout_ccy | ISO code of the traded currency. | string | Yes | - |
option.DoubleBinaryDefinition
| Value | Description | Data type | Optional | Default value |
|---|---|---|---|---|
| double_binary_type | Specifies the type of binary option (See DoubleBinaryType). | enum | Yes | - |
| trigger_up | Specifies the trigger up of the binary option. | number | Yes | - |
| trigger_down | Specifies the trigger down of the binary option. | number | Yes | - |
| settlement_type | Specifies the delivery type for the binary option (See SettlementType). | enum | Yes | - |
| payout_amount | Specify the payout of the binary option. | number | Yes | - |
| payout_ccy | The ISO code of the traded currency (for ex., EUR ). | string | Yes | - |
option.CBBCDefinition
| Value | Description | Data type | Optional | Default value |
|---|---|---|---|---|
| level | Specifies the level of the barrier. | number | Yes | - |
| conversion_ratio | Specifies the level of the barrier. | number | Yes | - |
option.DualCurrencyDefinition
| Value | Description | Data type | Optional | Default value |
|---|---|---|---|---|
| deposit_start_date | Deposit Start Date for the DualCurrencyDeposit option. | string | Yes | - |
| margin_percent | Margin percent for the Dual currency option. | number | Yes | - |
option.DoubleBarrierInfo
| Value | Description | Data type | Optional | Default value |
|---|---|---|---|---|
| level | Specifies the level of the barrier. | number | Yes | - |
| rebate_amount | Specifies the rebate amount of the barrier option. | number | Yes | - |
| in_or_out | Specifies the type of barrier option (See InOrOut). | enum | Yes | - |
option.PayoutScaling
| Value | Description | Data type | Optional | Default value |
|---|---|---|---|---|
| maximum | Example: 15. | number | Yes | - |
| minimum | Example: 2. | number | Yes | - |
Learn more
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