Code Set PaymentStreamRealizedVarianceMethodCodeSet Scenario base

SYNOPSIS: Indicates which price to use to satisfy the boundary condition.

ID Datatype
42679int

Codes

ID Name Value Description Supported Added EP Updated EP Deprecated EP
42679001Previous0SYNOPSIS: Previous
ELABORATION: For a return on day T, the observed price on T-1 must be in range.
✓FIX.5.0SP2208
42679002Last1SYNOPSIS: Last
ELABORATION: For a return on day T, the observed price on T must be in range.
✓FIX.5.0SP2208
42679003Both2SYNOPSIS: Both
ELABORATION: For a return on day T, the observed prices on both T and T-1 must be in range.
✓FIX.5.0SP2208