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Message Layouts
Session
PreTrade
Trade
PostTrade
Infrastructure

Field

PaymentStreamDaysAdjustmentIndicator

ID (tag)42680
TypeBoolean
PedigreeAdded EP208
Indicates whether the contract specifies that the notional should be scaled by the number of days in range divided by the estimate trading days or not. The number of "days in range" refers to the number of returns that contribute to the realized volatility.

Used in components:

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