TagField NameXML NameData TypeUnion DatatypeDescriptionAddedDepr.Enums from tag
1481UnderlyingPriceDeterminationMethod @PxDtrmnMethint

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  FIX.5.0SP1  EP92[Regular]
2=

Special reference

Added  FIX.5.0SP1  EP92[SpecialReference]
3=

Optimal value (Lookback)

Added  FIX.5.0SP1  EP92[OptimalValue]
4=

Average value (Asian option)

Added  FIX.5.0SP1  EP92[AverageValue]
Added  FIX.5.0SP1  EP92

Used in messages:

Used in components:
[Instrument]