Attribute · financialTransaction.payment
hedgedExpectedPensionPaymentAmount
financialTransaction.payment.hedgedExpectedPensionPaymentAmount
From the standard
- Description (EN)Amount of cash flows to be hedged per period.
- Description (NL)Af te dekken kasstromen per periode.
- Typenumber · multipleOf 0.01
- Example value150000 · 200000 · 48000 · 135000
In messages
| Message | V/O |
|---|---|
| 0001c · Pension projection | Optional |
Errors and fixes
- Sum of weighted projected payments unequal to the hedging cashflow (message 3)Calculate hedgedExpectedPensionPaymentAmount per cohort and period from amount times the applicable hedging percentage and check the sum per period.
Glossary
- Hedging percentageThe degree to which the interest-rate sensitivity of the expected pension payments is hedged with protection investments.
