TPT field 130 – Valuation z spread

Valuation z spread: Issuer spread calculated from Z coupon IRS curve of quotation currency

Property	Value
Field number	130
Column name	`130_Valuation_z_spread`
TPT versions	V7, V8
Format	Number
FinDatEx data model path	Position / BondCharacteristics / ValuationYieldCurve / Spread
Solvency II	Optional (`O`)
Swiss Solvency Test (SST)	Optional (`O`)

FundsXML 4 mapping

Solvency II TPT block (TripartiteTemplateSolvencyII_V7):

…/TripartiteTemplateSolvencyII_V7/Portfolio/Positions/Position/InterestRateInstrumentCharacteristics/ValuationYieldCurve/Spread

The field mapping table lists every field side by side; TPT to FundsXML explains the rules behind it.