8.2.23.1 Definition

This field is populated by the FTP Standard Process when running with an Adjustment Rule + Breakage Charge – Economic Loss defined. It holds the calculated result of the market value using the selected interest rate of Transfer Rate, Liquidity Premium Rate, Basis Risk Cost Rate, Pricing Incentive Rate, or Other Adjustment Rate as specified by the user during Adjustment Rule definition. This value reflects the net present value of the cash flows calculated from as of date to the maturity date of the instrument (remaining term).