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UnderlyingPaymentStreamLinkInitialLevel
Created 2 years ago
· No revisions
UnderlyingPaymentStreamLinkInitialLevel
Tag:
42964
Type:
Price
Price level at which the correlation or variance swap contract will strike.
Used By
6
Indication of Interest
(via
UndInstrmtGrp
>
>
UnderlyingPaymentStreamFloatingRate
)
7
Advertisement
(via
UndInstrmtGrp
>
>
UnderlyingPaymentStreamFloatingRate
)
8
Execution Report
(via
UndInstrmtGrp
>
>
UnderlyingPaymentStreamFloatingRate
)
a
Quote Status Request
(via
UndInstrmtGrp
>
>
UnderlyingPaymentStreamFloatingRate
)
AA
Derivative Security List
(via
UnderlyingInstrument
>
>
UnderlyingPaymentStreamFloatingRate
)
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UnderlyingReturnRateNotionalReset (42963)
UnderlyingPaymentStreamLinkClosingLevelIndicator (42965)