FIX Standards
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PaymentStreamLinkStrikePriceType
Tag:
42674
Type:
Int
Created 2 years ago
· No revisions
For a variance swap specifies how
PaymentStreamLinkStrikePrice (42673)
is expressed.
Values
Code
Meaning
0
Volatility
1
Variance
Used By
6
Indication of Interest
(via
Instrument
>
>
PaymentStreamFloatingRate
)
7
Advertisement
(via
Instrument
>
>
PaymentStreamFloatingRate
)
8
Execution Report
(via
Instrument
>
>
PaymentStreamFloatingRate
)
a
Quote Status Request
(via
Instrument
>
>
PaymentStreamFloatingRate
)
AA
Derivative Security List
(via
RelSymDerivSecGrp
>
>
PaymentStreamFloatingRate
)
Show 90 more
PaymentStreamLinkStrikePrice (42673)
PaymentStreamLinkMaximumBoundary (42675)