Code Set PaymentStreamLinkStrikePriceTypeCodeSet Scenario base

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

ID Datatype
42674int

Codes

ID Name Value Description Supported Added EP Updated EP Deprecated EP
42674001Volatility0SYNOPSIS: Volatility
✓FIX.5.0SP2208
42674002Variance1SYNOPSIS: Variance
✓FIX.5.0SP2208