Tag | Field Name | Abbr Name | Data Type | Union Datatype | Description | Pedigree |
---|---|---|---|---|---|---|
42977 | UnderlyingPaymentStreamVegaNotionalAmount | VegaNotlAmt | float | Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realised volatility) and KVol (strike volatility). It does not necessarily represent the Vega risk of the trade. | Added EP208 |
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