NSD’s trade repository messages specifications

Current specification

InterestLegCalculationPeriodDates

Component that holds the various dates used to specify the interest leg of the return swap. It is used to define the InterestPeriodDates identifyer.

FieldTypeDescriptionPrint form titleFFSM titlePropertiesConditions
effectiveDateAdjustableOrRe​lativeDateSpecifies the effective date of the return swap. This global element is valid within the return swaps namespace. Within the FpML namespace, another effectiveDate global element has been defined, that is different in the sense that it does not propose the choice of refering to another date in the document. Effective date.Effective date / Start date.0-1, ncf
terminationDateAdjustableOrRe​lativeDateSpecifies the termination date of the return swap. This global element is valid within the return swaps namespace. Within the FpML namespace, another terminationDate global element has been defined, that is different in the sense that it does not propose the choice of refering to another date in the document. Termination date.Termination date.0-1, ncf
interestLegRes​etDatesInterestLegRes​etDatesSpecifies the reset dates of the interest leg of the swap.Reset dates.0-1, mre
interestLegPay​mentDatesAdjustableRela​tiveOrPeriodicDates2Specifies the payment dates of the interest leg of the swap. When defined in relation to a date specified somewhere else in the document (through the relativeDates component), this element will typically point to the payment dates of the equity leg of the swap. Payment dates.0-1
@idxsd:ID1-1
InterestLegCalculationPeriodDates