Field LegUnderlyingPriceDeterminationMethod (2189) - FIX Protocol FIX.5.0SP2 EP240

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.5.0SP2 (169)