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Premium Discount At IED

Premium Discount At IED​

Acronym: PDIED
Identifier: premiumDiscountAtIED
Group: Notional Principal
Type: Real
Default: 0

Description​

Total original premium or discount that has been set at CDD and will be added to the (notional) cash flow at IED (cash flow at IED = NT+PDIED, w.r.t. an RPA CT). Negative value for discount and positive for premium. Note, similar to interest the PDIED portion is part of P&L.