| 1481 | UnderlyingPriceDeterminationMethod | PxDtrmnMeth | int | | 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 ).
UnderlyingPriceDeterminationMethodCodeSet
| 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
|