Field PriceDelta Scenario base
SYNOPSIS:
The rate of change in the price of a derivative with respect to the movement in the price of the underlying instrument(s) upon which the derivative instrument price is based.
This value is normally between -1.0 and 1.0.
| ID |
Abbr |
Datatype |
| 811 | PxDelta | float |
Pedigree
| Added |
EP |
Updated |
EP |
Deprecated |
EP |
| FIX.4.4 | | | | | |