NSD’s trade repository messages specifications

Current specification

LegAmount

A type describing the amount that will paid or received on each of the payment dates. This type is used to define both the Equity Amount and the Interest Amount.

FieldTypeDescriptionPrint form titleFFSM titlePropertiesConditions
Choice begin
Branch1
currencyIdentifiedCurr​encyThe currency in which an amount is denominated.Currency.1-1, mre, mfr
Branch2
determinationM​ethodDeterminationM​ethodSpecifies the method according to which an amount or a date is determined.Determination method.1-1, ncf
Branch3
currencyRefere​nceIdentifiedCurr​encyReferenceReference to a currency defined elsewhere in the document.Currency reference.1-1, ncf
Choice end
Choice begin
Branch1
referenceAmountReferenceAmountSpecifies the reference Amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or points to a term defined elsewhere in the swap document. Reference amount.1-1, mre, mfr
Branch2
formulaFormulaSpecifies a formula, with its description and components.Formula.1-1, ncfThis is not used in messages to the repository.
Branch3
encodedDescrip​tionxsd:base64Bina​ryDescription of the leg amount when represented through an encoded image.Encoded description.1-1, ncfThis is not used in messages to the repository.
Choice end
calculationDat​esAdjustableRela​tiveOrPeriodicDatesSpecifies the date on which a calculation or an observation will be performed for the purpose of defining the Equity Amount, and in accordance to the definition terms of this latter. Calculation dates.0-1, ncf