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2189 LegUnderlyingPriceDeterminationMethod

Type: Int

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").

Values

CodeMeaning
1Regular
2Special reference
3Optimal value (Lookback)
4Average value (Asian option)