FIX 5.0 SP2 : UnderlyingPriceDeterminationMethod <1481> field

Type: int

Used In

Description

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").

Valid values:

1 = Regular

2 = Special reference

3 = Optimal value (Lookback)

4 = Average value (Asian option)

Used In