Identifies the type of complex event.
Code | Meaning |
---|---|
1 | Capped |
2 | Trigger |
3 | Knock-in up |
4 | Knock-in down |
5 | Knock-out up |
6 | Knock-out down |
7 | Underlying |
8 | Reset Barrier |
9 | Rolling Barrier |
10 | One-touch |
11 | No-touch |
12 | Double one-touch |
13 | Double no-touch |
14 | Foreign exchange composite |
15 | Foreign exchange Quanto |
16 | Foreign exchange cross currency |
17 | Strike spread |
18 | Calendar spread |
19 | Price observation (Asian or Lookback) |
20 | Pass-through |
21 | Strike schedule |
22 | Equity valuation |
23 | Dividend valuation |