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Description
For Fixed Income: Amorization Factor <228> for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than . In TIPS securities this is the Inflation index.
Qty * Factor <228> * Price <44> = Gross Trade Amount
For Derivatives: Contract Value Factor <228> by which price must be adjusted to determine the true nominal value of one futures/options contract.
(Qty * Price <44>) * Factor <228> = Nominal Value
(Note tag # was reserved in FIX 4., added in FIX 4.3)
Used In
