Field StandardVariance Scenario base
SYNOPSIS:
Standard variance (over the lifetime of an instrument) or initial variance used to calculate settlement prices, e.g. for variance futures.
| ID |
Abbr |
Datatype |
| 2588 | StdVarnc | float |
Pedigree
| Added |
EP |
Updated |
EP |
Deprecated |
EP |
| FIX.5.0SP2 | 195 | | | | |