 Option B |
2!c |
(Method) |
Conditional (see rule C25) in conditional (see rule C25) sequence J
Refers back to an equation within the definitions determining the method in which the price is calculated.
Method must contain one of the following codes (Error code(s): T41):
| AD |
Addition |
| PC |
Multiplication |
This field determines the type of adjustment that is made to the average strike price, as defined in ISDA documentation.
If field 14B contains AD then the adjustment value specified in field 19C is additional. If 14B contains PC then the adjustment value is multiplied.
If field 19C is not present, then the adjustment value is defaulted to zero.
