FuturesProductDefinitionEventArgs.EventPaymentAmt Property |
CDS - Premium & Credit Event Payments (B): This value represents historical premium and
credit event payments for 100 notional, and is one of the primary inputs needed for
calculating a futures price for a swap future.
IRS - Accrued Coupons (B Value): This value represents historical fixed and floating
payments for 100 notional, and is one of the primary inputs needed for calculating a
futures price for an interest rate swap future.
Number of decimal places for EventPaymentAmt is 10. This value can be negative.
Namespace:
OnixS.NET.ICE.iMpact
Assembly:
OnixS.IceImpactMulticastPriceFeedHandlerNet-4.7.2_x64 (in OnixS.IceImpactMulticastPriceFeedHandlerNet-4.7.2_x64.dll) Version: 4.16.0.0
Syntax public ValueType EventPaymentAmt { get; }
Property Value
Type:
ValueTypeSee Also