Description

Type: int

Specifies the fallback provisions for the hedging party in the determination of the final settlement price

Valid values:

  • 0 = Close

    In respect of the "early final valuation date", the provisions for "future present value close" shall apply.

  • 1 = Hedge election

    In respect of the "early final valuation date", the provisions for "future present value hedge execution" shall apply.

Used In