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UnderlyingPaymentStreamRealizedVarianceMethod
Created 2 years ago
· No revisions
UnderlyingPaymentStreamRealizedVarianceMethod
Tag:
42974
Type:
Int
Indicates which price to use to satisfy the boundary condition.
Values
Code
Meaning
0
Previous
1
Last
2
Both
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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