NSD’s trade repository messages specifications

Current specification

FallbackReferencePrice

The method, prioritzed by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option.

FieldTypeDescriptionPrint form titleFFSM titlePropertiesConditions
valuationPostp​onementValuationPostp​onementSpecifies how long to wait to get a quote from a settlement rate option upon a price source disruption. Rate quote postponement.0-1, mfr
fallbackSettle​mentRateOptionSettlementRate​OptionThis settlement rate option will be used in its place.Fallback settlement rate.0-∞, mfr
fallbackSurvey​ValuationPostponenmentEmptyRequest rate quotes from the market.Fallback survey valuation.0-1, ncfThis is not used in messages to the repository.
calculationAge​ntDeterminationCalculationAge​ntThe calculation agent will decide the rate.Calculation agent rate determination.0-1, mfr
FallbackReferencePrice