| UnderlyingPriceDeterminationMethod Enumeration |
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").
Namespace:
OnixS.CmeStpHandler
Assembly:
OnixS.CmeStpHandler-net-4.8 (in OnixS.CmeStpHandler-net-4.8.dll) Version: 3.5.0.0 (3.5.0)
Syntaxpublic enum UnderlyingPriceDeterminationMethod
Members |
| Member name | Value | Description |
|---|
| None | -1 |
Default value. Do not use it directly.
|
| Regular | 1 |
Regular.
|
| SpecialReference | 2 |
Special reference.
|
| OptimalValue | 3 |
Optimal value (Lookback).
|
| AverageValue | 4 |
Average value (Asian option).
|
See Also 
UnderlyingInstrument Methods 