Field
UnderlyingPaymentStreamVarianceUnadjustedCap
| ID (tag) | 42973 |
| Abbr Name | VarncCap |
| Type | float |
| Pedigree | Added EP208 |
Indicates the scaling factor to be multiplied by the variance strike price thereby making variance cap applicable.
Used in components:
Orchimate Copyright 2026 Atomic Wire Technology Limited
Orchestra Copyright 2026 FIX Protocol Ltd
Terms of Use|Privacy Policy