NSD’s trade repository messages specifications

Current specification

Step

A type defining a step date and step value pair. This step definitions are used to define varying rate or amount schedules, e.g. a notional amortization or a step-up coupon schedule.

FieldTypeDescriptionPrint form titleFFSM titlePropertiesConditions
stepDatexsd:dateThe date on which the associated stepValue becomes effective. This day may be subject to adjustment in accordance with a business day convention. Step date.0-1, mre, mfr
@idxsd:ID1-1, ncf
stepValuexsd:decimalThe rate or amount which becomes effective on the associated stepDate. A rate of 5% would be represented as 0.05. Step value.0-1, mre, mfr
Step