Group
ClearingPriceParametersGrp
| ID | 2258 |
| Pedigree | Added EP195 |
This component is used convey parameters that are relevant for the calculation of clearing prices that are different from the trading prices due to the nature of the product, e.g. variance futures.
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
2580 | Number of parameter sets. | Added EP195 | |||
2581 | Required if NoClearingPriceParameters (2580) > 0. Use to identify the relative business day to which the parameters apply. | Added EP195 | |||
2582 | Added EP195 | ||||
2583 | Added EP195 | ||||
2584 | Added EP195 | ||||
2585 | Added EP195 | ||||
2586 | Added EP195 | ||||
2588 | Added EP195 | ||||
2587 | Added EP195 | ||||
2589 | Added EP195 | ||||
1190 | Interest rate until the instrument expires and used to calculate DiscountFactor(1592). | Added EP195 | |||
2590 | Used to calculate AccumulatedReturnModifiedVariationMargin(2591). | Added EP195 | |||
2591 | Added EP195 | ||||
1592 | Added EP195 | ||||
1188 | Added EP195 | ||||
2528 | Added EP195 | ||||
2592 | Added EP195 |
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