TagField NameAbbr NameData TypeUnion DatatypeDescriptionPedigree
42969UnderlyingPaymentStreamLinkStrikePriceTypeLinkStrkPxTypint

For a variance swap specifies how UnderlyingPaymentStreamLinkStrikePrice(42968) is expressed.


PaymentStreamLinkStrikePriceTypeCodeSet
0=

Volatility

Added EP208 [Volatility]
1=

Variance

Added EP208 [Variance]
Added EP208

Used in components:
[UnderlyingPaymentStreamFloatingRate]