NSD’s trade repository messages specifications

Current specification

QuotedCurrencyPair

A type that describes the composition of a rate that has been quoted or is to be quoted. This includes the two currencies and the quotation relationship between the two currencies and is used as a building block throughout the FX specification.

FieldTypeDescriptionPrint form titleFFSM titlePropertiesConditions
currency1CurrencyThe first currency specified when a pair of currencies is to be evaluated.Currency 1.0-1, mre, mfr
currency2CurrencyThe second currency specified when a pair of currencies is to be evaluated.Currency 2.0-1, mre, mfr
quoteBasisQuoteBasisEnumThe method by which the exchange rate is quoted.Quote basis.0-1, mre, mfr
QuotedCurrencyPair