NSD’s trade repository messages specifications

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Current specification

ForecastRateIndex

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Field	Type	Description	Print form title	FFSM title	Properties	Conditions
floatingRateIndex	FloatingRateIndex				0-1, mre
indexTenor	Period				0-1, mre

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ForecastRateIndex

floatingRateIndex(FloatingRateIndex)

indexTenor(Period)

periodMultiplier(integer)

	A time period multiplier, e.g. 1, 2 or 3 etc. A negative value can be used when specifying an offset relative to another date, e.g. -2 days.

period(PeriodEnum)

	A time period, e.g. a day, week, month or year of the stream. If the periodMultiplier value is 0 (zero) then period must contain the value D (day).
	D;W;M;Y;