Field UnderlyingPriceDeterminationMethod (1481) - FIX Protocol FIX.5.0SP2

Type: 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").

Added in protocol FIX.5.0SP1 (92)

See in: FIX.5.0SP2 EP240.

Valid values

Value Description Added
1 Regular FIX.5.0SP1 (92)
2 Special reference FIX.5.0SP1 (92)
3 Optimal value (Lookback) FIX.5.0SP1 (92)
4 Average value (Asian option) FIX.5.0SP1 (92)

Used in components