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Code Set

StrikePriceBoundaryMethodCodeSet

ID1479
Typeint
PedigreeAdded EP92
Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise.
NameValueSynopsisElaborationPedigree
LessThan1Less than underlying price is in-the-money (ITM)Added EP92
LessThanOrEqual2Less than or equal to the underlying price is in-the-money(ITM)Added EP92
Equal3Equal to the underlying price is in-the-money(ITM)Added EP92
GreaterThanOrEqual4Greater than or equal to underlying price is in-the-money(ITM)Added EP92
GreaterThan5Greater than underlying is in-the-money(ITM)Added EP92

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