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 (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 (208)