Tag | Field Name | Abbr Name | Data Type | Union Datatype | Description | Pedigree |
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41358 | LegCashSettlRecoveryFactor | RcvryFctr | float | Used for fixed recovery, this specifies the recovery level as determined at contract inception, to be applied in the event of a default. The factor is used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. The amount calculated is (1 - LegCashSettlRecoveryFactor(41358)) x floating rate payer calculation amount. The currency is derived from the floating rate payer calculation amount. | Added EP169 |
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