LUSID representation of a plain vanilla OTC Equity Option.
| Name | Type | Description | Notes |
|---|---|---|---|
| startDate | OffsetDateTime | The start date of the instrument. This is normally synonymous with the trade-date. | |
| optionMaturityDate | OffsetDateTime | The maturity date of the option. | |
| optionSettlementDate | OffsetDateTime | The settlement date of the option. | [optional] |
| deliveryType | String | Is the option cash settled or physical delivery of option Supported string (enumeration) values are: [Cash, Physical]. | |
| optionType | String | Type of optionality for the option Supported string (enumeration) values are: [Call, Put]. | |
| strike | java.math.BigDecimal | The strike of the option. | |
| domCcy | String | The domestic currency of the instrument. | |
| underlyingIdentifier | String | The market identifier type of the underlying code, e.g RIC. Supported string (enumeration) values are: [LusidInstrumentId, Isin, Sedol, Cusip, ClientInternal, Figi, RIC, QuotePermId, REDCode, BBGId, ICECode]. Optional field, should be used in combination with the Code field. Not compatible with the Underlying field. | [optional] |
| code | String | The identifying code for the equity underlying, e.g. 'IBM.N'. Optional field, should be used in combination with the UnderlyingIdentifier field. Not compatible with the Underlying field. | [optional] |
| equityOptionType | String | Equity option types. E.g. Vanilla (default), RightsIssue, Warrant. Supported string (enumeration) values are: [Vanilla, RightsIssue, Warrant]. | [optional] |
| numberOfShares | java.math.BigDecimal | The amount of shares to exchange if the option is exercised. | [optional] |
| premium | Premium | [optional] | |
| exerciseType | String | Type of optionality that is present; European, American. Supported string (enumeration) values are: [European, American]. | [optional] |
| underlying | LusidInstrument | [optional] | |
| deliveryDays | Integer | Number of business days between exercise date and settlement of the option payoff or underlying. | [optional] |
| businessDayConvention | String | Business day convention for option exercise date to settlement date calculation. Supported string (enumeration) values are: [NoAdjustment, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing, Nearest]. | [optional] |
| settlementCalendars | List<String> | Holiday calendars for option exercise date to settlement date calculation. | [optional] |