Hello,
What’s the recommended way to state the nominal value of a fixed income instrument, f.ex. a cash bond as a piece of instrument ref data?
Is the triplet 996, 1147, 1716 appropriate?
(Again failing to find a standard or recommended best practice despite having looked through several papers.)
//joachim
Joachim,
Are you referring to the face value of the bond as issued?
Yes, I am.
Take a look at ContractMultiplier(231) instead of the UoM fields: FIX.Latest_EP300 Field #231