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FIXtags

FIX TAG 1481

UnderlyingPriceDeterminationMethod

intAdded FIX.5.0SP1 · EP92

Definition

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").

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FIX 4.4 FIX 5.0 SP2

This tag is not present in the FIX 4.4 source. There is no definition or value list to compare.

Values 4

ValueMeaning
1

Regular

2

Special reference

3

Optimal value (Lookback)

4

Average value (Asian option)

About the int data type

Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999"). Note that int values may contain leading zeros (e.g. "00023" = "23"). Examples: 723 in field 21 would be mapped int as |21=723|. -723 in field 12 would be mapped int as |12=-723| The following data types are based on int.

Used in messages 72

Includes nested components and repeating groups. Open a location to see its surrounding requirements.