Description

Type: int

Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.

Valid values:

  • 0 = Calculation agent

    The Calculation Agent has the right to adjust the terms of the trade following a corporate action.

  • 1 = Options exchange

    The trade will be adjusted in accordance with any adjustment made by the exchange on which options on the underlying are listed.

Used In