Specifies the method according to which an amount or a date is determined.
determinationMethodScheme
1-1
http://www.fpml.org/coding-scheme/determination-method
http://www.fpml.org/coding-scheme/determination-method-1-1
http://www.fpml.org/coding-scheme/determination-method-1-1.xml
Code
63
Source
Description
key
Closing Price
FpML
Official Closing Price.
VWAP Price
FpML
Official VWAP Price.
None
FpML
None.
StrikeDateDetermination
FpML
Date on which the strike is determined in respect of a forward starting swap.
HedgeExecution
FpML
Determined by the Hedging Party.
AgreedInitialPrice
FpML
Agreed separately between the parties.