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FIX 5.0 SP2
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FIX 5.0 SP2 : DividendYield <1380> field
Type:
Percentage
Used In
Description
The continuously-compounded annualized dividend yield of the underlying(s) of an option. Used as a parameter to theoretical option pricing models.
Used In
ExecutionReport <8>
TradeCaptureReport <AE>
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