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42597
MakeWholeInterpolationMethod
Type:
Int
The method used when calculating the "make whole" amount. The most common is linear method.
Values
Code
Meaning
0
None
1
Linear zero yield
Used By
6
Indication of Interest
(via
Instrument
>
OptionExercise
>
OptionExerciseMakeWholeProvision
)
7
Advertisement
(via
Instrument
>
OptionExercise
>
OptionExerciseMakeWholeProvision
)
8
Execution Report
(via
Instrument
>
OptionExercise
>
OptionExerciseMakeWholeProvision
)
a
Quote Status Request
(via
Instrument
>
OptionExercise
>
OptionExerciseMakeWholeProvision
)
AA
Derivative Security List
(via
RelSymDerivSecGrp
>
>
OptionExerciseMakeWholeProvision
)
Show 90 more
MakeWholeBenchmarkQuote (42596)
PaymentAmountRelativeTo (42598)