NSD’s trade repository messages specifications
рус,
en
Current specification
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Specification
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Monthly Statistic
DerivativeFormula
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Field
Type
Description
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FFSM title
Properties
Conditions
term
FormulaTerm
0-1,
mre
denominatorTerm
DenominatorTerm
0-1,
mre
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DerivativeFormula
term
(FormulaTerm)
coefficient
(decimal)
partialDerivativeReference
(PricingParameterDerivativeReference)
denominatorTerm
(DenominatorTerm)
weightedPartial
(WeightedPartialDerivative)
partialDerivativeReference
(PricingParameterDerivativeReference)
weight
(decimal)
power
(positiveInteger)