Type: Boolean
Indicates whether the correlation or variance swap contract will ("Y") strike off the expiring level of the default exchange traded contract or not.
Added in protocol FIX.5.0SP2 (EP 208)
Type: Boolean
Indicates whether the correlation or variance swap contract will ("Y") strike off the expiring level of the default exchange traded contract or not.
Added in protocol FIX.5.0SP2 (EP 208)