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NathanielVolfangojenkins
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QPR-11947 -- Update docs
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Docs/UserGuide/tradecomponents/optiondata.tex

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@@ -29,6 +29,15 @@ \subsubsection{Option Data}
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<ExerciseDate>2019-04-20</ExerciseDate>
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<ExerciseDate>2020-04-20</ExerciseDate>
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</ExerciseDates>
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<!-- ExerciseDates alternative ScheduleData format -->
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<ExerciseDates>
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<Dates>
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<Dates>
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<Date>2019-04-20</Date>
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<Date>2020-04-20</Date>
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</Dates>
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</Dates>
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</ExerciseDates>
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<Premiums>
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<Premium>
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<Amount>100000</Amount>
@@ -194,8 +203,9 @@ \subsubsection{Option Data}
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Allowable values: See Table \ref{tab:convention} Roll Convention.
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\item ExerciseDates: This node contains child elements of type
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\lstinline!ExerciseDate!. Options of style \emph{European} or
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\item ExerciseDates: This node can either contain child elements of type
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\lstinline!ExerciseDate!, or be specified in the same format as a Schedule
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(see Section \ref{ss:schedule_data}). Options of style \emph{European} or
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\emph{American} require a single exercise date expressed by one
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single \lstinline!ExerciseDate! child element. \emph{Bermudan}
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style options must have two or more \lstinline!ExerciseDate! child

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