Field LegPaymentStreamVegaNotionalAmount (42481) - FIX Protocol FIX.5.0SP2 EP240

Type: float

Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realized volatility) and KVol (strike volatility). It does not necessarily represent the Vega risk of the trade.

Added in protocol FIX.5.0SP2 (208)

Used in components