[loehtar]

hi

just my personal opinion: if your are using “commoditySwaption” you are defining an option on a swap. In this case the strike price is the price of the fixed leg of the swap.

If you are using “commodityOption” instead the strike price should be defined as per group “CommodityStrikePrice.model” or “CommodityFloatingStrikePrice.model”

fk

[loehtar]

two remarks: I meant to say: I would expect “physically settled”. Furthermore: the fpml produc-framework says “Deprecated for all but Metals”.

• This reply was modified 7 years, 5 months ago by loehtar.

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