Description

Type: int

Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise.

Valid values:

  • 1 = Less than underlying price is in-the-money (ITM)
  • 2 = Less than or equal to the underlying price is in-the-money(ITM)
  • 3 = Equal to the underlying price is in-the-money(ITM)
  • 4 = Greater than or equal to underlying price is in-the-money(ITM)
  • 5 = Greater than underlying is in-the-money(ITM)

Used In