Code Set
UnderlyingPriceDeterminationMethodCodeSet
| ID | 1481 |
| Type | int |
| 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").
| Name | Value | Synopsis | Elaboration | Pedigree |
|---|---|---|---|---|
| Regular | 1 | Regular | Added EP92 | |
| SpecialReference | 2 | Special reference | Added EP92 | |
| OptimalValue | 3 | Optimal value (Lookback) | Added EP92 | |
| AverageValue | 4 | Average value (Asian option) | Added EP92 |
Used in components:
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