Eurex
XML Report Reference Manual
XML Report Tag Descriptions
Where used:
6.40
addMgnAmntPdVu
Description
Format
Where used:
6.41
addMgnAmntPuVd
Description
Format
Where used:
6.42
addMgnAmntPuVn
Description
Format
CC045 Additional Margin
CC745 Additional Margin
This field contains the additional margin amount in margin class
currency for price-down/volatility-up scenario. It is calculated as a
difference between the current liquidating cost and the projected liqui-
dating cost under this scenario.
numeric signed 13, 2
CC045 Additional Margin
CC745 Additional Margin
This field contains the additional margin amount in margin class
currency for price-up/volatility-down scenario. It is calculated as a
difference between the current liquidating cost and the projected liqui-
dating cost under this scenario.
numeric signed 13, 2
CC045 Additional Margin
CC745 Additional Margin
This field contains the additional margin amount in margin class
currency for price-up/volatility-neutral scenario. It is calculated as a
difference between the current liquidating cost and the projected liqui-
dating cost under this scenario.
numeric signed 13, 2
Version V 3.1.3
05.04.2017
Page 591