Code Set
PaymentStreamRealizedVarianceMethodCodeSet
| ID | 42679 |
| Type | int |
| Pedigree | Added EP208 |
Indicates which price to use to satisfy the boundary condition.
| Name | Value | Synopsis | Elaboration | Pedigree |
|---|---|---|---|---|
| Previous | 0 | Previous | For a return on day T, the observed price on T-1 must be in range. | Added EP208 |
| Last | 1 | Last | For a return on day T, the observed price on T must be in range. | Added EP208 |
| Both | 2 | Both | For a return on day T, the observed prices on both T and T-1 must be in range. | Added EP208 |
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