| commission | Commission | This optional component specifies the commission to be charged for executing the hedge
transactions.
| Сommission. | | 0-1,
ncf | At the first stage this element is not used in the repository messages. |
| Choice begin |
| Branch1 |
| determinationMethod | DeterminationMethod | Specifies the method according to which an amount or a date is determined. | Determination method. | | 1-1,
mre,
mfr | |
| grossPrice | ActualPrice | Specifies the price of the underlyer, before commissions. | Gross price. | | 0-1,
ncf | |
| netPrice | ActualPrice | Specifies the price of the underlyer, net of commissions. | Net price. | | 0-1,
mre | |
| accruedInterestPrice | xsd:decimal | Specifies the accrued interest that are part of the dirty price in the case of a fixed
income security or a convertible bond. Expressed in percentage of the notional.
| Accrued interest price. | | 0-1,
ncf | |
| fxConversion | FxConversion | Specifies the currency conversion rate that applies to an amount. This rate can either
be defined elsewhere in the document (case of a quanto swap), or explicitly described
through this component.
| FX conversion. | | 0-1,
ncf | |
| Branch2 |
| amountRelativeTo | AmountReference | The href attribute value will be a pointer style reference to the element or component
elsewhere in the document where the anchor amount is defined.
| Amount. | | 1-1,
ncf | |
| Branch3 |
| grossPrice | ActualPrice | Specifies the price of the underlyer, before commissions. | Gross price. | | 0-1,
ncf | |
| netPrice | ActualPrice | Specifies the price of the underlyer, net of commissions. | Net price. | | 0-1,
mre | |
| accruedInterestPrice | xsd:decimal | Specifies the accrued interest that are part of the dirty price in the case of a fixed
income security or a convertible bond. Expressed in percentage of the notional.
| Accrued interest price. | | 0-1,
ncf | |
| fxConversion | FxConversion | Specifies the currency conversion rate that applies to an amount. This rate can either
be defined elsewhere in the document (case of a quanto swap), or explicitly described
through this component.
| FX conversion. | | 0-1,
ncf | |
| Choice end |
| cleanNetPrice | xsd:decimal | The net price excluding accrued interest. The "Dirty Price" for bonds is put in the
"netPrice" element, which includes accrued interest. Thus netPrice - cleanNetPrice
= accruedInterest. The currency and price expression for this field are the same as
those for the (dirty) netPrice.
| Clean net price. | | 0-1,
afr | |
| quotationCharacteristics | QuotationCharacteristics | Allows information about how the price was quoted to be provided. | Quotation characteristics. | | 0-1,
ncf | At the first stage this element is not used in the repository messages. |