Description

Type: int

Indicates which price to use to satisfy the boundary condition.

Valid values:

  • 0 = Previous

    For a return on day T, the observed price on T-1 must be in range.

  • 1 = Last

    For a return on day T, the observed price on T must be in range.

  • 2 = Both

    For a return on day T, the observed prices on both T and T-1 must be in range.

Used In