Code Set UnderlyingPriceDeterminationMethodCodeSet Scenario base

SYNOPSIS: 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").

ID	Datatype
1481	int

Codes

ID	Name	Value	Description	Supported	Added	EP
1481001	Regular	1	SYNOPSIS: Regular	✓	FIX.5.0SP1	92
1481002	SpecialReference	2	SYNOPSIS: Special reference	✓	FIX.5.0SP1	92
1481003	OptimalValue	3	SYNOPSIS: Optimal value (Lookback)	✓	FIX.5.0SP1	92
1481004	AverageValue	4	SYNOPSIS: Average value (Asian option)	✓	FIX.5.0SP1	92