Binary Options

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1

Hi,

Has any work been done with Barrier or Digital Options for FX/TCRs?

I’m familiar with the vanillas and some strategies, but B&Ds look like they need a few more pieces of economic data.

Thanks
Mark

2

See the OptPayoutType(1482) field and the ComplexEvents component within Instrument. OptPayoutType(1482) provides support for digital and barrier payouts and ComplexEvents provides fields for the complete description of option valuation and terms.

3

Thanks Dean.