TagField NameAbbr NameData TypeUnion DatatypeDescriptionPedigree
42970UnderlyingPaymentStreamLinkMaximumBoundaryLinkMaxBndryfloat

Specifies the maximum or upper boundary for variance or strike determination.
For a variation swap stream all observations above this price level will be excluded from the variance calculation.
For a correlation swap stream the maximum boundary is a percentage of the strike price.

Added EP208

Used in components:
[UnderlyingPaymentStreamFloatingRate]