Gross IM

Description Gross Initial Margin according to the schedule methodology
Hierarchies required in the view
Notation $GrossIM$
Formula $$GrossIM = Notional \cdot MarginRate$$

Please note, that to obtain a meaningful result, you need to add a hierarchy representing netting set into the view. The hierarchy representing the netting sets is configurable, usually it is PortfolioID or NettingSetID.

See also