{"openapi":"3.0.4","info":{"title":"FxOption","version":"0.0.1"},"paths":{},"components":{"schemas":{"FxOption":{"description":"LUSID representation of an FX Option.\r\nIncluding Vanilla, American, European, and Digital (Binary) options.","required":["domCcy","fgnCcy","instrumentType","isCallNotPut","isDeliveryNotCash","optionMaturityDate","optionSettlementDate","startDate"],"type":"object","properties":{"startDate":{"type":"string","description":"The start date of the instrument. This is normally synonymous with the trade-date.","format":"date-time"},"domCcy":{"type":"string","description":"The domestic currency of the instrument."},"domAmount":{"type":"number","description":"The Amount of DomCcy that will be exchanged if the option is exercised.\r\nThis amount should be a positive number, with the Call/Put flag used to indicate direction.\r\nThe corresponding amount of FgnCcy that will be exchanged is this amount times the strike.\r\nNote there is no rounding performed on this computed value.\r\nThis is an optional field, if not set the option ContractSize will default to 1.","format":"double","nullable":true},"fgnCcy":{"type":"string","description":"The foreign currency of the FX."},"fgnAmount":{"type":"number","description":"For a vanilla FxOption contract, FgnAmount cannot be set.\r\nIn case of a digital FxOption (IsPayoffDigital==true)\r\na payoff (if the option is in the money) can be either\r\nin domestic or in foreign currency - for the latter\r\nFgnAmount must be set.\r\nNote: It is invalid to have FgnAmount and DomAmount\r\nat the same time.","format":"double","nullable":true},"strike":{"type":"number","description":"The strike of the option.","format":"double","nullable":true},"barriers":{"type":"array","items":{"$ref":"/docs/api/lusid/schemas.json#/components/schemas/Barrier"},"description":"For a barrier option the list should not be empty. Up to two barriers are supported.\r\nAn option cannot be at the same time barrier- and touch-option.\r\nOne (or both) of the lists must be empty.","nullable":true},"exerciseType":{"type":"string","description":"Type of optionality that is present; European, American.\r\n\r\nSupported string (enumeration) values are: [European, American].\r\nDefaults to \"European\" if not set.","nullable":true},"isCallNotPut":{"type":"boolean","description":"True if the option is a call, false if the option is a put."},"isDeliveryNotCash":{"type":"boolean","description":"True if the option delivers the FX underlying, False if the option is settled in cash."},"isPayoffDigital":{"type":"boolean","description":"By default IsPayoffDigital is false. If IsPayoffDigital=true,\r\nthe option is 'digital', and the option payoff is 0 or 1 unit of currency,\r\ninstead of a vanilla CallPayoff=max(spot-strike,0) or PutPayoff=max(strike-spot,0)."},"optionMaturityDate":{"type":"string","description":"The maturity date of the option.","format":"date-time"},"optionSettlementDate":{"type":"string","description":"The settlement date of the option.","format":"date-time"},"payoutStyle":{"type":"string","description":"PayoutStyle for touch options.\r\n            \r\nFor options without touch optionality, payoutStyle should not be set.\r\nFor options with touch optionality (where the touches data has been set), payoutStyle must be defined and cannot be None.\r\n\r\nSupported string (enumeration) values are: [Deferred, Immediate].\r\nDefaults to \"None\" if not set.","nullable":true},"premium":{"$ref":"/docs/api/lusid/schemas.json#/components/schemas/Premium"},"touches":{"type":"array","items":{"$ref":"/docs/api/lusid/schemas.json#/components/schemas/Touch"},"description":"For a touch option the list should not be empty. Up to two touches are supported.\r\nAn option cannot be at the same time barrier- and touch-option.\r\nOne (or both) of the lists must be empty.","nullable":true},"timeZoneConventions":{"$ref":"/docs/api/lusid/schemas.json#/components/schemas/TimeZoneConventions"},"instrumentType":{"type":"string","enum":["FxOption"]}},"title":"FxOption"}}}}