Field
UnderlyingCashSettlQuoteAmount
| ID (tag) | 42049 |
| Type | Amt |
| Pedigree | Added EP187, Updated EP271 |
When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount equal to floating rate payer calculation amount.
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