Eurex
XML Report Reference Manual
Version V 3.1.3
05.04.2017
XML Report Tag Descriptions
Page 928
6.963 riskNettingUnit
Description
This field indicates the risk netting unit.
Format
alphanumeric 60
6.964 riskPdVd
Description
This field contains the difference between the current liquidation value
and the evaluated liquidation value for the price-down/volatility-down
scenario. All figures are displayed in the product currency.
Format
numeric signed 14, 2
CC040 Liquidating Values
CC740 Liquidating Values
6.965 riskPdVn
Description
This field contains the difference between the current liquidation value
and the evaluated liquidation value for the price-down/volatility-neutral
scenario. All figures are displayed in the product currency.
Format
numeric signed 14, 2