TPT field 94 – Convexity gamma for derivatives

Convexity gamma for derivatives: Convexity for interest rates instruments; or gamma for derivatives with optional components

Property	Value
Field number	94
Column name	`94_Convexity_gamma_for_derivatives`
TPT versions	V7, V8
Format	Number
FinDatEx data model path	Position / Analytics / Convexity
Solvency II	Optional (`O`)
Swiss Solvency Test (SST)	Optional (`O`)

FundsXML 4 mapping

Solvency II TPT block (TripartiteTemplateSolvencyII_V7):

…/TripartiteTemplateSolvencyII_V7/Portfolio/Positions/Position/Analytics/Convexity

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