FIX.Latest_EP292 Code Set #PaymentStreamLinkStrikePriceTypeCodeSet

Code Set Name

Data Type

Description

Pedigree

int

For a variance swap specifies how PaymentStreamLinkStrikePrice(42673) is expressed.

0	=	Volatility	Added EP208		[Volatility]
1	=	Variance	Added EP208		[Variance]

Added EP208

Used in fields: