Field TotalNetValue Scenario base
SYNOPSIS:
TotalNetValue is determined as follows:
At the initial collateral assignment TotalNetValue is the sum of (UnderlyingStartValue * (1-haircut)).
In a collateral substitution TotalNetValue is the sum of (UnderlyingCurrentValue * (1-haircut)).
For listed derivatives clearing margin management, this is the collateral value which equals (Market value * haircut)
| ID |
Abbr |
Datatype |
| 900 | TotNetValu | Amt |
Pedigree
| Added |
EP |
Updated |
EP |
Deprecated |
EP |
| FIX.4.4 | | | | | |