Code Set
| ID | 523 |
| Type | String |
Method used for extrapolation.
| Name | Value | Synopsis | Elaboration | Pedigree |
|---|---|---|---|---|
| Linear | LINEAR | Linear extrapolation. | Constant name: LINEAR | |
| Flat | FLAT | Use nearest interpolated value. | Constant name: FLAT | |
| FlatForward | FLAT_FORWARD | Float forward volatility extrapolation. | Constant name: FLAT_FORWARD |
Orchimate Copyright 2026 Atomic Wire Technology Limited
Orchestra Copyright 2026 FIX Protocol Ltd
Terms of Use|Privacy Policy