Code Set NameData TypeDescriptionPedigree
StrikePriceBoundaryMethodCodeSetint

Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise.


1=

Less than underlying price is in-the-money (ITM)

Added EP92 [LessThan]
2=

Less than or equal to the underlying price is in-the-money(ITM)

Added EP92 [LessThanOrEqual]
3=

Equal to the underlying price is in-the-money(ITM)

Added EP92 [Equal]
4=

Greater than or equal to underlying price is in-the-money(ITM)

Added EP92 [GreaterThanOrEqual]
5=

Greater than underlying is in-the-money(ITM)

Added EP92 [GreaterThan]
Added EP92

Used in fields:
[LegStrikePriceBoundaryMethod] [StrikePriceBoundaryMethod] [UnderlyingStrikePriceBoundaryMethod]