Attributes for CFI code group : Credit [HC]
Financial acronyms
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1st attribute of group HC : Underlying assets
U
CDS on a single name
V
CDS on an index tranche
I
CDS on an index
W
Swaps
M
Others (Miscellaneous)
2nd attribute of group HC : Option style and type
A
European Call
B
American Call
C
Bermudan Call
D
European Put
E
American Put
F
Bermudan Put
G
European Chooser
H
American Chooser
I
Bermudan Chooser
3rd attribute of group HC : Valuation method or trigger
V
Vanilla
A
Asian
D
Digital (Binary)
B
Barrier
G
Digital barrier
L
Lookback
P
Other path dependent
M
Others (Miscellaneous)
4th attribute of group HC : Delivery
C
Cash
P
Physical
E
Elect at Exercise