Definition Type: SimpleType
Name: StrikePriceDeterminationMethod_enum_t
Namespace: http://www.fixprotocol.org/FIXML-5-0-SP2
Containing Schema: fixml-fields-base-5-0-SP2.xsd
Documentation:
Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying. Conditionally, required if value is other than "fixed".
Collapse XSD Schema Diagram:
XSD Diagram of StrikePriceDeterminationMethod_enum_t in schema fixml-fields-base-5-0-sp2_xsd (Financial Information eXchange (FIX))
Collapse XSD Schema Code:
<xs:simpleType name="StrikePriceDeterminationMethod_enum_t">
    <xs:annotation>
        <xs:documentation>Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying.  
Conditionally, required if value is other than "fixed".</xs:documentation>
        <xs:appinfo>
            <fm:Xref Protocol="FIX" name="StrikePriceDeterminationMethod" ComponentType="Field" Tag="1478" Type="int" AbbrName="StrkPxDtrmnMeth" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA" />
        </xs:appinfo>
        <xs:appinfo>
            <fm:EnumDoc value="1" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">Fixed Strike</fm:EnumDoc>
            <fm:EnumDoc value="2" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">Strike set at expiration to underlying or other value (lookback floating)</fm:EnumDoc>
            <fm:EnumDoc value="3" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">Strike set to average of underlying settlement price across the life of the option</fm:EnumDoc>
            <fm:EnumDoc value="4" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">Strike set to optimal value</fm:EnumDoc>
        </xs:appinfo>
    </xs:annotation>
    <xs:restriction base="xs:integer">
        <xs:enumeration value="1" />
        <xs:enumeration value="2" />
        <xs:enumeration value="3" />
        <xs:enumeration value="4" />
    </xs:restriction>
</xs:simpleType>
Collapse Facets:
Facet Value
Enumeration 1
Enumeration 2
Enumeration 3
Enumeration 4