Code Set NameData TypeDescriptionPedigree
ComplexEventPVFinalPriceElectionFallbackCodeSetint

Specifies the fallback provisions for the hedging party in the determination of the final settlement price.


0=

Close

In respect of the early final valuation date, the provisions for future present value close shall apply.

Added EP208 [Close]
1=

Hedge election

In respect of the early final valuation date, the provisions for future present value hedge execution shall apply.

Added EP208 [HedgeElection]
Added EP208

Used in fields:
[ComplexEventPVFinalPriceElectionFallback] [LegComplexEventPVFinalPriceElectionFallback] [LegReturnRateFinalPriceFallback] [ReturnRateFinalPriceFallback] [UnderlyingComplexEventPVFinalPriceElectionFallback] [UnderlyingReturnRateFinalPriceFallback]