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AccumulatedReturnModifiedVariationMargin
Created 2 years ago
· No revisions
AccumulatedReturnModifiedVariationMargin
Tag:
2591
Type:
Float
The economic cost of the variation margin from one trading day to the next.
Used By
f
Security Status
(via
ClearingPriceParametersGrp
)
OvernightInterestRate (2590)
CalculationMethod (2592)