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fixparser

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FIX.Latest / 5.0 SP2 Parser / AI Agent Trading

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/** * 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. * - Tag: 1478 * - FIX Specification type: int * - Mapped type: number * @readonly * @public */ export declare const StrikePriceDeterminationMethod: Readonly<{ /** Fixed strike (default if not specified) */ readonly FixedStrike: 1; /** Strike set at expiration to underlying or other value (lookback floating) */ readonly StrikeSetAtExpiration: 2; /** Strike set to average of underlying settlement price across the life of the option */ readonly StrikeSetToAverageAcrossLife: 3; /** Strike set to optimal value */ readonly StrikeSetToOptimalValue: 4; }>; export type StrikePriceDeterminationMethod = (typeof StrikePriceDeterminationMethod)[keyof typeof StrikePriceDeterminationMethod];