Field LegPaymentStreamLinkMinimumBoundary (42475) - FIX Protocol FIX.5.0SP2 EP240

Type: float

Specifies the minimum or lower boundary for variance or strike determination. For a variation swap stream all observations below this price level will be excluded from the variance calculation. For a correlation swap stream the minimum boundary is a percentage of the strike price.

Added in protocol FIX.5.0SP2 (208)

Used in components