NSD’s trade repository messages specifications

Current specification

DerivativeCalculationProcedure

FieldTypeDescriptionPrint form titleFFSM titlePropertiesConditions
methodDerivativeCalc​ulationMethod0-1
Choice begin
Branch1
perturbationAm​ountxsd:decimal0-1
averagedxsd:boolean0-1, mre
perturbationTy​pePerturbationTy​pe0-1
Branch2
derivativeForm​ulaxsd:string0-1
Branch3
replacementMar​ketInputPricingStructu​reReference0-1, mre
Choice end
DerivativeCalculationProcedure