TagField NameAbbr NameData TypeUnion DatatypeDescriptionPedigree
42473LegPaymentStreamLinkStrikePriceTypeLinkStrkPxTypint

For a variance swap specifies how LegPaymentStreamLinkStrikePrice(42472) is expressed.


PaymentStreamLinkStrikePriceTypeCodeSet
0=

Volatility

Added EP208 [Volatility]
1=

Variance

Added EP208 [Variance]
Added EP208
Used in components:
[LegPaymentStreamFloatingRate]