Nanstructured soft magnets are example of materials made by partial crystallization of amorphous precursors. Fe22(Pt,Pd)B6 compounds which crystallize in the Cr23C6-type structure having four inequivalent sites (4a, 8c, 48h, 32f) for Fe, Pd and Pt atoms can form grains of several nanometers in diameter in residual amorphous matrix. Band structure calculations show that the local magnetic moments of Fe atoms depend on their local environments, and for 4a and 8c sites the resultant moments are enhanced up to about 2.5-3 žB/atom. The Pd and Pt atoms prefer location in 4a and 8c positions, respectively. Magnetic moments induced on the substituted atoms are equal to 0.45 žB/atom on Pt atom and 0.39 žB/atom on Pd one.