NSD’s trade repository messages specifications

Current specification

StepBase

A type defining a step date in 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
StepBase