Description

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").

Valid values:

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

Used In