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.
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) |