TagField NameAbbr NameData TypeUnion DatatypeDescriptionPedigree
42674PaymentStreamLinkStrikePriceTypeLinkStrkPxTypint

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


PaymentStreamLinkStrikePriceTypeCodeSet
0=

Volatility

Added EP208 [Volatility]
1=

Variance

Added EP208 [Variance]
Added EP208

Used in components:
[PaymentStreamFloatingRate]