Code Set StrikePriceBoundaryMethodCodeSet Scenario base

SYNOPSIS: Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise.

ID Datatype
1479int

Codes

ID Name Value Description Supported Added EP Updated EP Deprecated EP
1479001LessThan1SYNOPSIS: Less than underlying price is in-the-money (ITM)
✓FIX.5.0SP192
1479002LessThanOrEqual2SYNOPSIS: Less than or equal to the underlying price is in-the-money(ITM)
✓FIX.5.0SP192
1479003Equal3SYNOPSIS: Equal to the underlying price is in-the-money(ITM)
✓FIX.5.0SP192
1479004GreaterThanOrEqual4SYNOPSIS: Greater than or equal to underlying price is in-the-money(ITM)
✓FIX.5.0SP192
1479005GreaterThan5SYNOPSIS: Greater than underlying is in-the-money(ITM)
✓FIX.5.0SP192