amount describe

 

Column	Definition
HAIRCUT	self-explanatory
PURCHASEPRICE	self-explanatory
WTAVGPURCHASEPRICE	For liquidation purposes?
CURRENTPRICE	self-explanatory
COMMITMENTAMOUNT	What’s the difference between commitment  and face amount?
FACEAMOUNT	same as COMMITMENTAMOUNT?
NOTIONALAMOUNT	COMMITMENTAMOUNT*PURCHASEPRICE/100.0
MTMAMOUNT	COMMITMENTAMOUNT*(CURRENTPRICE-PURCHASEPRICE)/100.0
INDEPENDENTAMOUNT	NOTIONALAMOUNT*HAIRCUT/100.0
SPECIFIEDAMOUNT	?
STANDARDAMOUNT	?
FUNDEDAMOUNT	same as NOTIONALAMOUNT?
UNFUNDEDAMOUNT	?

 

Double notionalAmount = commitmentAmount * purchasePrice /100.00 ;
  // amount of collateral
  Double independentAmount = notionalAmount*haircut/100.00;
  // mark to market
  Double mtmAmount = commitmentAmount*currentPrice/100.00 - notionalAmount;
  // funded amount
  // if not revolver... have to check
  Double fundedAmount = notionalAmount ;
  // else fundedAmount = ?
  // unfunded amount
  Double unFundedAmount = notionalAmount - fundedAmount;     
  // if SRO.. ?
  Double nonSpecifiedAmount = fundedAmount;
  //double specifiedAmount = 0.0;
  // else (if NonSRO)
  // double nonSpecifiedAmount = 0.0;
  Double specifiedAmount = unFundedAmount;