Field UnderlyingCashSettlAmount Scenario base
SYNOPSIS:
The amount paid between the trade parties, seller to the buyer, for cash settlement on the cash settlement date.
ELABORATION:
If not specified this would typically be calculated as ((100 or the reference price) - reference obligation price) x floating rate payer calculation amount. Price values are all expressed as a percentage.
ISDA 2003 Term: Cash Settlement Amount.
| ID |
Abbr |
Datatype |
| 42054 | Amt | Amt |
Pedigree
| Added |
EP |
Updated |
EP |
Deprecated |
EP |
| FIX.5.0SP2 | 187 | | | | |