UnderlyingOptPayoutType

Tag: 2028

Created 2 years ago · No revisions

Indicates the type of valuation method or payout trigger for an in-the-money option.

Values

Code	Meaning
1	Vanilla
2	Capped
3	Digital (Binary)
4	Asian
5	Barrier
6	Digital Barrier
7	Lookback
8	Other path dependent
99	Other

Used By

6
Indication of Interest (via UndInstrmtGrp > UnderlyingInstrument)
7
Advertisement (via UndInstrmtGrp > UnderlyingInstrument)
8
Execution Report (via UndInstrmtGrp > UnderlyingInstrument)
a
Quote Status Request (via UndInstrmtGrp > UnderlyingInstrument)
AA
Derivative Security List (via UnderlyingInstrument)

UnderlyingMinPriceIncrementAmount (2027)UnderlyingOptPayoutAmount (2029)