Field LegPaymentStreamVarianceUnadjustedCap Scenario base
SYNOPSIS:
Indicates the scaling factor to be multiplied by the variance strike price thereby making variance cap applicable.
| ID |
Abbr |
Datatype |
| 42477 | VarncCap | float |
Pedigree
| Added |
EP |
Updated |
EP |
Deprecated |
EP |
| FIX.5.0SP2 | 208 | | | | |