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").
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 | | |