NSD’s trade repository messages specifications
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Additional services
Monthly Statistic
DerivedValuationScenario
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Field
Type
Description
Print form title
FFSM title
Properties
Conditions
name
xsd:string
0-1
baseValuationScenario
ValuationScenarioReference
0-1,
mre
valuationDate
IdentifiedDate
0-1
marketReference
MarketReference
0-1
shift
PricingParameterShift
0-∞
@id
xsd:ID
1-1,
ncf
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DerivedValuationScenario
name
(string)
baseValuationScenario
(ValuationScenarioReference)
valuationDate
(IdentifiedDate)
marketReference
(MarketReference)
shift
(PricingParameterShift)
parameterReference
(AssetOrTermPointOrPricingStructureReference)
shift
(decimal)
shiftUnits
(PriceQuoteUnits)