FINOS-CDM-6.0-d07
repository: Blue Repository
RealisedVarianceMethodEnum
FINOS-CDM-6.0-d07
Blue ID: BMHHytB9uJcQTToFmzaJTDmnkUxNkkskWcxr6SqJk3MH
The contract specifies which price must satisfy the boundary condition. Used for variance, volatility and correlation caps and floors.
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Type Alias
FINOS-CDM-6.0-d07/RealisedVarianceMethodEnumType of
TextType Definition
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DLRQwz7MQeCrzjy9bohPNwtCxKEBbKaMK65KBrwjfG6K:Text