Description
Type: int
Indicates which price to use to satisfy the boundary condition.
Valid values:
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0 = Previous
For a return on day T, the observed price on T-1 must be in range.
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1 = Last
For a return on day T, the observed price on T must be in range.
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2 = Both
For a return on day T, the observed prices on both T and T-1 must be in range.