Field LegPaymentStreamLinkMaximumBoundary Scenario base
SYNOPSIS:
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.
| ID |
Abbr |
Datatype |
| 42474 | LinkMaxBndry | float |
Pedigree
| Added |
EP |
Updated |
EP |
Deprecated |
EP |
| FIX.5.0SP2 | 208 | | | | |