Field
PaymentStreamLinkMaximumBoundary
| ID (tag) | 42675 |
| Type | float |
| Pedigree | Added EP208 |
Specifies the maximum or upper boundary for variance or strike determination.
For a variation swap stream all observations above this price level will be excluded from the variance calculation.
For a correlation swap stream the maximum boundary is a percentage of the strike price.
For a variation swap stream all observations above this price level will be excluded from the variance calculation.
For a correlation swap stream the maximum boundary is a percentage of the strike price.
Used in components:
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