Indexes

Message Layouts
Session
PreTrade
Trade
PostTrade
Infrastructure

Code Set

PaymentStreamLinkStrikePriceTypeCodeSet

ID42674
Typeint
PedigreeAdded EP208
For a variance swap specifies how PaymentStreamLinkStrikePrice(42673) is expressed.
NameValueSynopsisElaborationPedigree
Volatility0VolatilityAdded EP208
Variance1VarianceAdded EP208

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