NSD’s trade repository messages specifications

Current specification

Cashflows

A type defining the cashflow representation of a swap trade.

FieldTypeDescriptionPrint form titleFFSM titlePropertiesConditions
cashflowsMatch​Parametersxsd:booleanA true/false flag to indicate whether the cashflows match the parametric definition of the stream, i.e. whether the cashflows could be regenerated from the parameters without loss of information. Cashflows and parameters match.0-1, mre, mfr
principalExcha​ngePrincipalExcha​ngeThe initial, intermediate and final principal exchange amounts. Typically required on cross currency interest rate swaps where actual exchanges of principal occur. A list of principal exchange elements may be ordered in the document by ascending adjusted principal exchange date. An FpML document containing an unordered principal exchange list is still regarded as a conformant document. Principal exchange.0-∞, mfr
paymentCalcula​tionPeriodPaymentCalcula​tionPeriodThe adjusted payment date and associated calculation period parameters required to calculate the actual or projected payment amount. A list of payment calculation period elements may be ordered in the document by ascending adjusted payment date. An FpML document containing an unordered list of payment calculation periods is still regarded as a conformant document. Payment calculation period.0-∞, mfr
Cashflows