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 (EP 92)
See in: FIX.5.0SP2 EP240.
Valid values
| Value | Description | Added |
|---|---|---|
| 1 | Less than underlying price is in-the-money (ITM) | FIX.5.0SP1 (EP 92) |
| 2 | Less than or equal to the underlying price is in-the-money(ITM) | FIX.5.0SP1 (EP 92) |
| 3 | Equal to the underlying price is in-the-money(ITM) | FIX.5.0SP1 (EP 92) |
| 4 | Greater than or equal to underlying price is in-the-money(ITM) | FIX.5.0SP1 (EP 92) |
| 5 | Greater than underlying is in-the-money(ITM) | FIX.5.0SP1 (EP 92) |