Type: int
Indicates the type of valuation method or payout trigger for an in-the-money option.
Added in protocol FIX.5.0SP1 (92)
See in: FIX.5.0SP2.
Valid values
Value | Description | Added |
---|---|---|
1 | Vanilla | FIX.5.0SP1 (92) |
2 | Capped | FIX.5.0SP1 (92) |
3 | Digital (Binary) | FIX.5.0SP1 (92) |
4 | Asian | FIX.5.0SP2 (238) |
5 | Barrier | FIX.5.0SP2 (238) |
6 | Digital Barrier | FIX.5.0SP2 (238) |
7 | Lookback | FIX.5.0SP2 (238) |
8 | Other path dependent | FIX.5.0SP2 (238) |
99 | Other | FIX.5.0SP2 (238) |