CFI code group : Rates [HR]
Financial acronyms
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CFI code group specification as per ISO 10962:2021
An option where the holder of the option has the right but not the obligation to enter into the underlying contract, or pay or receive payment related to the underlying rate on a specified future date based on a specified future rate and term.
CFI code group attributes
1st attribute of group HR : Underlying assets
Possible values are:
A
Basis swap
C
Fixed-Floating
D
Fixed-Fixed
G
Inflation rate index
H
Overnight Index Swap (OIS)
O
Options
R
Forwards
F
Futures
M
Others (Miscellaneous)
2nd attribute of group HR : Option style and type
Possible values are:
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 HR : Valuation method or trigger
Possible values are:
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 HR : Delivery
Possible values are:
C
Cash
P
Physical
E
Elect at Exercise