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FIXtags

FIX TAG 40787

PaymentStreamFutureValueNotional

AmtAdded FIX.5.0SP2 · EP161

Definition

The future value notional is normally only required for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)). The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency is the same as the stream notional.

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Differences between the selected source snapshots, including wording and errata; not a migration guide.

FIX 5.0 SP2 FIX Latest · EP309

This tag is not present in the FIX 5.0 SP2 source. There is no definition or value list to compare.

No enumerated values are defined for this field in this source.

About the Amt data type

float field typically representing a Price times a Qty

Used in messages 97

Includes nested components and repeating groups. Open a location to see its surrounding requirements.