FIX TAG 158
AccruedInterestRate
Definition
The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer. Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond.
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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 7
Includes nested components and repeating groups. Open a location to see its surrounding requirements.
35=8ExecutionReportMessage body35=JAllocationInstructionMessage body35=AETradeCaptureReportTrdCapRptSideGrp35=AKConfirmationMessage body35=ARTradeCaptureReportAckTrdCapRptAckSideGrp35=ASAllocationReportMessage body35=BMAllocationInstructionAlertMessage body