Code Set NameData TypeDescriptionPedigree
UnderlyingPriceDeterminationMethodCodeSetint

Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period (Look-back) or set to the average value of the underlying during the defined period (Asian option).


1=

Regular

Added EP92 [Regular]
2=

Special reference

Added EP92 [SpecialReference]
3=

Optimal value (Lookback)

Added EP92 [OptimalValue]
4=

Average value (Asian option)

Added EP92 [AverageValue]
Added EP92

Used in fields:
[LegUnderlyingPriceDeterminationMethod] [UnderlyingPriceDeterminationMethod]