NSD’s trade repository messages specifications
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Monthly Statistic
PricingParameterDerivative
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Field
Type
Description
Print form title
FFSM title
Properties
Conditions
description
xsd:string
0-1
Choice begin
Branch1
parameterReference
AssetOrTermPointOrPricingStructureReference
0-1
Branch2
inputDateReference
ValuationReference
1-∞,
mre
Choice end
calculationProcedure
DerivativeCalculationProcedure
0-1
@id
xsd:ID
1-1,
ncf
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PricingParameterDerivative
description
(string)
Selecting one of variants:
parameterReference
(AssetOrTermPointOrPricingStructureReference)
inputDateReference
(ValuationReference)
calculationProcedure
(DerivativeCalculationProcedure)
method
(DerivativeCalculationMethod)
Selecting one of variants:
Group
perturbationAmount
(decimal)
averaged
(boolean)
perturbationType
(PerturbationType)
Group
derivativeFormula
(string)
Group
replacementMarketInput
(PricingStructureReference)