amount describe

Column	Definition
HAIRCUT	self-explanatory
PURCHASEPRICE	self-explanatory
WTAVGPURCHASEPRICE	For liquidation purposes?
CURRENTPRICE	self-explanatory
COMMITMENTAMOUNT	What’s the difference between commitment  and face amount?
FACEAMOUNT	same as COMMITMENTAMOUNT?
NOTIONALAMOUNT	COMMITMENTAMOUNT*PURCHASEPRICE/100.0
MTMAMOUNT	COMMITMENTAMOUNT*(CURRENTPRICE-PURCHASEPRICE)/100.0
INDEPENDENTAMOUNT	NOTIONALAMOUNT*HAIRCUT/100.0
SPECIFIEDAMOUNT	?
STANDARDAMOUNT	?
FUNDEDAMOUNT	same as NOTIONALAMOUNT?
UNFUNDEDAMOUNT	?

 

Double notionalAmount = commitmentAmount * purchasePrice /100.00 ;
   // amount of collateral
   Double independentAmount = notionalAmount*haircut/100.00;
   // mark to market
   Double mtmAmount = commitmentAmount*currentPrice/100.00 - notionalAmount;
   // funded amount
   // if not revolver... have to check
   Double fundedAmount = notionalAmount ;
   // else fundedAmount = ?
   // unfunded amount
   Double unFundedAmount = notionalAmount - fundedAmount;     
   // if SRO.. ? 
   Double nonSpecifiedAmount = fundedAmount;
   //double specifiedAmount = 0.0;
   // else (if NonSRO) 
   // double nonSpecifiedAmount = 0.0;
   Double specifiedAmount = unFundedAmount;