Field
UnderlyingPriceDeterminationMethod
| ID (tag) | 1481 |
| Abbr Name | PxDtrmnMeth |
| Type | UnderlyingPriceDeterminationMethodCodeSet |
| Pedigree | Added EP92 |
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").
Used in components:
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