TagField NameAbbr NameData TypeUnion DatatypeDescriptionPedigree
42481LegPaymentStreamVegaNotionalAmountVegaNotlAmtfloat

Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realized volatility) and KVol (strike volatility). It does not necessarily represent the Vega risk of the trade.

Added EP208

Used in components:
[LegPaymentStreamFloatingRate]