FIX TAG 1380

DividendYield

PercentageAdded FIX.5.0 · EP59

Definition

The continuously-compounded annualized dividend yield of the underlying(s) of an option. Used as a parameter to theoretical option pricing models.

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Differences between the selected source snapshots, including wording and errata; not a migration guide.

FIX 5.0 SP2 FIX Latest · EP309

No differences in name, type, definition text, deprecation, or enumerated values.

No enumerated values are defined for this field in this source.

About the Percentage data type

float field representing a percentage (e.g. 0.05 represents 5% and 0.9525 represents 95.25%). Note the number of decimal places may vary.

Used in messages 2

Includes nested components and repeating groups. Open a location to see its surrounding requirements.