Description
Type: int
Specifies the timing at which the calculation agent values the underlying.
Valid values:
-
0 = Open
The official opening time of the exchange on valuation date.
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1 = Official settlement price time
The time at which the official settlement price is determined.
-
2 = XETRA
The time at which the official settlement price (following the auction by the exchange) is determined by the exchange.
-
3 = Close
The official closing time of the exchange on valuation date.
-
4 = Derivatives close
The official closing time for derivative trading of the exchange on valuation date.
-
5 = High
The high price for the day.
-
6 = Low
The low price for the day.
- 7 = As specified in the master confirmation