TagField NameAbbr NameData TypeUnion DatatypeDescriptionPedigree
42894UnderlyingMakeWholeInterpolationMethodIntrpltnMethint

The method used when calculating the make whole amount. The most common is linear method.


PaymentStreamInflationInterpolationMethodCodeSet
0=

None

Added EP161 [None]
1=

Linear zero yield

Added EP161 [LinearZeroYield]
Added EP208

Used in components:
[UnderlyingOptionExerciseMakeWholeProvision]