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TPT V7.0 field 91

91_Modified_duration_to_next_option_exercise_date

FundsXML path: Position / Analytics / ModifiedDurationToCall
Codification: NUMERIC
Applicability: CIC categories CIC1, CIC2, CIC5, CIC6, CIC7, CIC8, CICB, CICC, CICD; CIC7 sub-categories [3, 4, 5]; CIC6 sub-categories [2, 4]; CIC5 sub-categories [2, 4]; CICD sub-categories [1, 3]; CICC sub-categories [2]; CICB sub-categories [2]

Flag per profile

Code Display name Flag Meaning
SOLVENCY_II Solvency II C Conditional — required when the spec's applicability/condition holds.
IORP_EIOPA_ECB IORP / EIOPA / ECB O Optional — populate when applicable.
NW_675 NW 675 C Conditional — required when the spec's applicability/condition holds.
SST SST (FINMA) C Conditional — required when the spec's applicability/condition holds.

Checks

Rule ID Profile(s) Severity Triggers when Failure consequence Score impact
COND_PRESENCE/91/SOLVENCY_II Solvency II WARNING Row's CIC matches the field's applicability list and the cell is empty Conditionally-required cell missing for this profile. PROFILE_COMPLETENESS (C leg) −1/N
COND_PRESENCE/91/NW_675 NW 675 WARNING Row's CIC matches the field's applicability list and the cell is empty Conditionally-required cell missing for this profile. PROFILE_COMPLETENESS (C leg) −1/N
COND_PRESENCE/91/SST SST (FINMA) WARNING Row's CIC matches the field's applicability list and the cell is empty Conditionally-required cell missing for this profile. PROFILE_COMPLETENESS (C leg) −1/N
FORMAT/91 (all) ERROR Populated cell does not match the codification (NUMERIC) Value cannot be parsed/used downstream. FORMAT_CONFORMANCE −1/M (or CLOSED_LIST_CONFORMANCE −1/M for closed-list mismatches)
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