{"openapi":"3.0.4","info":{"title":"EquityOption","version":"0.0.1"},"paths":{},"components":{"schemas":{"EquityOption":{"description":"LUSID representation of a plain vanilla OTC Equity Option.","required":["deliveryType","domCcy","instrumentType","optionMaturityDate","optionType","startDate","strike"],"type":"object","properties":{"startDate":{"type":"string","description":"The start date of the instrument. This is normally synonymous with the trade-date.","format":"date-time"},"optionMaturityDate":{"type":"string","description":"The maturity date of the option.","format":"date-time"},"optionSettlementDate":{"type":"string","description":"The settlement date of the option.","format":"date-time","nullable":true},"deliveryType":{"minLength":1,"type":"string","description":"Is the option cash settled or physical delivery of option\r\n\r\nSupported string (enumeration) values are: [Cash, Physical]."},"optionType":{"minLength":1,"type":"string","description":"Type of optionality for the option\r\n\r\nSupported string (enumeration) values are: [Call, Put]."},"strike":{"type":"number","description":"The strike of the option.","format":"double"},"domCcy":{"type":"string","description":"The domestic currency of the instrument."},"underlyingIdentifier":{"type":"string","description":"The market identifier type of the underlying code, e.g RIC.\r\n\r\nSupported string (enumeration) values are: [LusidInstrumentId, Isin, Sedol, Cusip, ClientInternal, Figi, RIC, QuotePermId, REDCode, BBGId, ICECode].\r\nOptional field, should be used in combination with the Code field.\r\nNot compatible with the Underlying field.","nullable":true},"code":{"type":"string","description":"The identifying code for the equity underlying, e.g. 'IBM.N'.\r\nOptional field, should be used in combination with the UnderlyingIdentifier field.\r\nNot compatible with the Underlying field.","nullable":true},"equityOptionType":{"type":"string","description":"Equity option types. E.g. Vanilla (default), RightsIssue, Warrant.\r\n\r\nSupported string (enumeration) values are: [Vanilla, RightsIssue, Warrant].","nullable":true},"numberOfShares":{"type":"number","description":"The amount of shares to exchange if the option is exercised.","format":"double","nullable":true},"premium":{"$ref":"/docs/api/lusid/schemas.json#/components/schemas/Premium"},"exerciseType":{"type":"string","description":"Type of optionality that is present; European, American.\r\n\r\nSupported string (enumeration) values are: [European, American].\r\nDefaults to \"European\" if not set.","nullable":true},"underlying":{"$ref":"/docs/api/lusid/schemas.json#/components/schemas/LusidInstrument"},"deliveryDays":{"type":"integer","description":"Number of business days between exercise date and settlement of the option payoff or underlying.\r\nDefaults to 0 if not set.","format":"int32"},"businessDayConvention":{"type":"string","description":"Business day convention for option exercise date to settlement date calculation.\r\nDefault value: F. Available values: NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing, Nearest, Invalid.","nullable":true},"settlementCalendars":{"type":"array","items":{"type":"string"},"description":"Holiday calendars for option exercise date to settlement date calculation.","nullable":true},"timeZoneConventions":{"$ref":"/docs/api/lusid/schemas.json#/components/schemas/TimeZoneConventions"},"tradingConventions":{"$ref":"/docs/api/lusid/schemas.json#/components/schemas/TradingConventions"},"instrumentType":{"type":"string","enum":["EquityOption"]}},"title":"EquityOption"}}}}