Field StrikePriceBoundaryMethod (1479) - FIX Protocol FIX.5.0SP2 EP240
Type: int
Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise.
Added in protocol FIX.5.0SP1 (92)
See in: FIX.5.0SP2.
Valid values
| Value | Description | Added |
|---|---|---|
| 1 | Less than underlying price is in-the-money (ITM) | FIX.5.0SP1 (92) |
| 2 | Less than or equal to the underlying price is in-the-money(ITM) | FIX.5.0SP1 (92) |
| 3 | Equal to the underlying price is in-the-money(ITM) | FIX.5.0SP1 (92) |
| 4 | Greater than or equal to underlying price is in-the-money(ITM) | FIX.5.0SP1 (92) |
| 5 | Greater than underlying is in-the-money(ITM) | FIX.5.0SP1 (92) |