NSD’s trade repository messages specifications

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Current specification

StrategyFeature

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Field	Type	Description	Print form title	FFSM title	Properties	Conditions
Choice begin
Branch1
strikeSpread	StrikeSpread				1-1, mre
Branch2
calendarSpread	CalendarSpread				1-1, mre
Choice end

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StrategyFeature

Selecting one of variants:

strikeSpread(StrikeSpread)

upperStrike(OptionStrike)

A choice of the strike price type.

strikePrice(decimal)

	The price or level at which the option has been struck.
	Strike price.

strikePercentage(decimal)

	The price or level expressed as a percentage of the forward starting spot price.
	Strike price.

currency(Currency)

	The currency in which an amount is denominated.

upperStrikeNumberOfOptions(PositiveDecimal)

(0;

calendarSpread(CalendarSpread)

expirationDateTwo(AdjustableOrRelativeDate)

A choice of the date specification.

adjustableDate(AdjustableDate)

	Conditionally filled element. This is to be included in case of reporting information about explicit adjustable dates. In other cases this is not supposed to be used. All underlying elements are included only in specified case.
	A date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.

unadjustedDate(IdentifiedDate)

	A date subject to adjustment.