Field UnderlyingPriceDeterminationMethod (1481) - FIX Protocol FIX.5.0SP2
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").
Added in protocol FIX.5.0SP1 (92)
See in: FIX.5.0SP2 EP240.
|2||Special reference||FIX.5.0SP1 (92)|
|3||Optimal value (Lookback)||FIX.5.0SP1 (92)|
|4||Average value (Asian option)||FIX.5.0SP1 (92)|