NSD’s trade repository messages specifications
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DerivativeCalculationProcedure
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Field
Type
Description
Print form title
FFSM title
Properties
Conditions
method
DerivativeCalculationMethod
0-1
Choice begin
Branch1
perturbationAmount
xsd:decimal
0-1
averaged
xsd:boolean
0-1,
mre
perturbationType
PerturbationType
0-1
Branch2
derivativeFormula
xsd:string
0-1
Branch3
replacementMarketInput
PricingStructureReference
0-1,
mre
Choice end
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DerivativeCalculationProcedure
method
(DerivativeCalculationMethod)
Selecting one of variants:
Group
perturbationAmount
(decimal)
averaged
(boolean)
perturbationType
(PerturbationType)
Group
derivativeFormula
(string)
Group
replacementMarketInput
(PricingStructureReference)