Description

Type: int

Specifies the timing at which the calculation agent values the underlying.

Valid values:

  • 0 = Open

    The official opening time of the exchange on valuation date.

  • 1 = Official settlement price time

    The time at which the official settlement price is determined.

  • 2 = XETRA

    The time at which the official settlement price (following the auction by the exchange) is determined by the exchange.

  • 3 = Close

    The official closing time of the exchange on valuation date.

  • 4 = Derivatives close

    The official closing time for derivative trading of the exchange on valuation date.

  • 5 = High

    The high price for the day.

  • 6 = Low

    The low price for the day.

  • 7 = As specified in the master confirmation

Used In