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UnderlyingMakeWholeInterpolationMethod
Tag:
42894
Type:
Int
Created 2 years ago
· No revisions
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
UndInstrmtGrp
>
>
UnderlyingOptionExerciseMakeWholeProvision
)
7
Advertisement
(via
UndInstrmtGrp
>
>
UnderlyingOptionExerciseMakeWholeProvision
)
8
Execution Report
(via
UndInstrmtGrp
>
>
UnderlyingOptionExerciseMakeWholeProvision
)
a
Quote Status Request
(via
UndInstrmtGrp
>
>
UnderlyingOptionExerciseMakeWholeProvision
)
AA
Derivative Security List
(via
UnderlyingInstrument
>
UnderlyingOptionExercise
>
UnderlyingOptionExerciseMakeWholeProvision
)
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UnderlyingMakeWholeBenchmarkQuote (42893)
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