Enum UnderlyingPriceDeterminationMethod

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.dll

Syntax

public enum UnderlyingPriceDeterminationMethod

Fields

Name	Description
AverageValue	Average value (Asian option).
None	Default value. Do not use it directly.
OptimalValue	Optimal value (Lookback).
Regular	Regular.
SpecialReference	Special reference.