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underlying
*
underlying *
optionType
*
CALL
optionType *
tenor
*
tenor *
nocall
*
nocall *
koFreq
*
Monthly
koFreq *
koLevel
*
koLevel *
lastKO
lastKO
koStepDown
koStepDown
kiLevel
*
kiLevel *
koCoupon
*
koCoupon *
kiRebate
kiRebate
kiOnExpiry
strike
*
strike *
participationRate
*
participationRate *
iaRatio
*
iaRatio *
isRateStylePayoff
koSmooth
koSmooth
kiShift
kiShift
notional
notional
annualRebate
annualRebate
absRebate
absRebate
vol
vol
carry
carry
funding
funding
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