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TPT field 37 – Interest rate margin
Interest rate margin: Facial margin as a percentage of nominal amount on an annual basis
| Property | Value |
|---|---|
| Field number | 37 |
| Column name | 37_Interest_rate_margin |
| TPT versions | V7, V8 |
| Format | Number |
| FinDatEx data model path | Position / BondCharacteristics / VariableRate / Margin |
| Solvency II | Conditional (C) |
| Swiss Solvency Test (SST) | Conditional (C) |
Applies to
Positions with CIC category 1 – Government bonds, 2 – Corporate bonds, 5 – Structured notes, 6 – Collateralised securities, 7 – Cash and deposits, 8 – Mortgages and loans, D – Swaps, E – Forwards, F – Credit derivatives.
FundsXML 4 mapping
Solvency II TPT block (TripartiteTemplateSolvencyII_V7):
…/TripartiteTemplateSolvencyII_V7/Portfolio/Positions/Position/InterestRateInstrumentCharacteristics/VariableRate/Margin— TPT decimal fraction (0.035) ↔ FundsXML percent (3.5)
FundsXML core structures (fund, position, asset master data):
AssetMasterData/Asset/AssetDetails/Bond/Coupon/OffsetBPS— bond; TPT decimal fraction (0.005) ↔ basis points (50)
The field mapping table lists every field side by side; TPT to FundsXML explains the rules behind it.
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