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