TagField NameAbbr nameData TypeUnion DatatypeDescriptionPedigree
1481UnderlyingPriceDeterminationMethodPxDtrmnMethint

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

Used in components:
[Instrument]