Code Set NameData TypeDescriptionPedigree
ExtraordinaryEventAdjustmentMethodCodeSetint

Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.


0=

Calculation agent

The Calculation Agent has the right to adjust the terms of the trade following a corporate action.

Added EP208 [CalculationAgent]
1=

Options exchange

The trade will be adjusted in accordance with any adjustment made by the exchange on which options on the underlying are listed.

Added EP208 [OptionsExchange]
Added EP208

Used in fields:
[ExtraordinaryEventAdjustmentMethod] [LegExtraordinaryEventAdjustmentMethod] [UnderlyingExtraordinaryEventAdjustmentMethod]