Type: int
For a variance swap specifies how PaymentStreamLinkStrikePrice (42673) is expressed.
Added in protocol FIX.5.0SP2 (EP 208)
Valid values
| Value | Description | Added |
|---|---|---|
| 0 | Volatility | FIX.5.0SP2 (EP 208) |
| 1 | Variance | FIX.5.0SP2 (EP 208) |
Type: int
For a variance swap specifies how PaymentStreamLinkStrikePrice (42673) is expressed.
Added in protocol FIX.5.0SP2 (EP 208)
| Value | Description | Added |
|---|---|---|
| 0 | Volatility | FIX.5.0SP2 (EP 208) |
| 1 | Variance | FIX.5.0SP2 (EP 208) |